-55.0%
UBT vs VT
+222.7%
-277.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.8% |
| 7D | -5.3% | +2.9% | -8.1% | -4.7% |
| 30D | +4.0% | -2.5% | +6.5% | +3.4% |
| 3M | -4.4% | -3.3% | -1.1% | -5.1% |
| 6M | -9.8% | +1.5% | -11.4% | -9.5% |
| YTD | -13.3% | +11.4% | -24.7% | -11.0% |
| 1Y | -18.4% | +11.9% | -30.3% | -16.1% |
| 3Y | -12.5% | +73.9% | -86.4% | +3.1% |
| 5Y | -70.3% | +57.9% | -128.2% | -67.2% |
| All | -55.0% | +222.7% | -277.7% | -27.3% |
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 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