-41.3%
UBRL vs VT
+43.0%
-84.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.7% | +8.5% | +6.8% |
| 7D | +14.4% | -0.3% | +14.8% | +15.3% |
| 30D | -0.2% | -1.4% | +1.2% | +2.8% |
| 3M | -10.3% | -1.4% | -8.9% | -7.7% |
| 6M | -19.7% | +5.5% | -25.2% | -29.3% |
| YTD | -38.0% | +12.8% | -50.9% | -53.6% |
| 1Y | -55.2% | +15.4% | -70.7% | -68.2% |
| All | -41.3% | +43.0% | -84.3% | -74.7% |
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