-58.4%
UBOT vs VT
+140.2%
-198.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.1% |
| 7D | -8.7% | -2.3% | -6.4% | -1.1% |
| 30D | -26.0% | -5.0% | -21.1% | -12.2% |
| 3M | -31.9% | -4.9% | -27.0% | -18.9% |
| 6M | -44.1% | -1.5% | -42.5% | -38.5% |
| YTD | -35.3% | +8.5% | -43.8% | -45.9% |
| 1Y | -34.8% | +11.4% | -46.2% | -49.5% |
| 3Y | +9.8% | +70.1% | -60.3% | -74.2% |
| 5Y | -68.5% | +53.7% | -122.2% | -87.7% |
| All | -58.4% | +140.2% | -198.6% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling