-64.2%
UBT vs VT
+224.5%
-288.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.6% | +0.4% | -1.0% | -0.5% |
| 30D | -1.3% | +1.0% | -2.3% | -1.1% |
| 3M | -6.3% | +2.4% | -8.7% | -5.8% |
| 6M | -13.2% | +12.0% | -25.2% | -10.9% |
| YTD | -8.5% | +15.3% | -23.8% | -5.3% |
| 1Y | -7.6% | +22.6% | -30.2% | -2.9% |
| 3Y | -21.3% | +74.7% | -96.0% | -8.1% |
| 5Y | -69.0% | +66.1% | -135.1% | -65.3% |
| All | -64.2% | +224.5% | -288.7% | -44.2% |
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