-29.3%
UBRL vs VT
+46.2%
-75.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -8.0% | +0.4% | -8.5% | -8.9% |
| 30D | +20.7% | +1.0% | +19.8% | +18.4% |
| 3M | +3.3% | +2.4% | +0.9% | -2.2% |
| 6M | -12.9% | +12.0% | -24.9% | -32.5% |
| YTD | -25.3% | +15.3% | -40.7% | -46.5% |
| 1Y | -44.7% | +22.6% | -67.3% | -65.4% |
| All | -29.3% | +46.2% | -75.5% | -70.9% |
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 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