-43.8%
UBRL vs VT
+37.5%
-81.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.4% |
| 7D | +10.1% | -2.3% | +12.5% | +15.3% |
| 30D | -1.3% | -5.0% | +3.6% | +9.0% |
| 3M | -9.8% | -4.9% | -4.9% | -0.6% |
| 6M | -32.5% | -1.5% | -31.0% | -31.8% |
| YTD | -40.6% | +8.5% | -49.1% | -52.0% |
| 1Y | -54.6% | +11.4% | -66.0% | -65.5% |
| All | -43.8% | +37.5% | -81.3% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling