+230.2%
UBS vs VT
+355.4%
-125.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | +2.4% | -0.1% | +2.6% | +2.6% |
| 30D | +2.2% | -3.1% | +5.2% | +6.7% |
| 3M | -8.9% | -3.5% | -5.4% | -4.1% |
| 6M | +8.7% | +0.5% | +8.2% | +7.9% |
| YTD | +8.9% | +10.8% | -1.9% | -5.9% |
| 1Y | +31.2% | +11.9% | +19.4% | +11.7% |
| 3Y | +117.8% | +73.0% | +44.8% | -1.8% |
| 5Y | +211.7% | +58.6% | +153.1% | +60.0% |
| 10Y | +327.1% | +219.2% | +107.9% | -24.6% |
| All | +230.2% | +355.4% | -125.3% | -43.3% |
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