+82.8%
UBSI vs VT
+229.8%
-147.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | -0.5% | -1.1% | +0.6% | +0.7% |
| 30D | -2.7% | -1.0% | -1.7% | -1.7% |
| 3M | +6.7% | +3.2% | +3.6% | +2.8% |
| 6M | +23.0% | +12.5% | +10.5% | +7.1% |
| YTD | +26.2% | +14.1% | +12.2% | +8.1% |
| 1Y | +29.8% | +18.9% | +10.9% | +5.9% |
| 3Y | +88.8% | +74.1% | +14.7% | +0.7% |
| 5Y | +72.5% | +66.9% | +5.6% | -3.7% |
| All | +82.8% | +229.8% | -147.0% | -53.5% |
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