+3.4%
UBT vs VT
+395.7%
-392.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | -1.3% |
| 7D | +2.3% | -4.2% | +6.4% | +0.2% |
| 30D | +13.0% | -5.8% | +18.8% | +9.8% |
| 3M | -1.4% | -5.2% | +3.9% | -4.0% |
| 6M | -5.8% | +0.1% | -5.9% | -5.8% |
| YTD | -8.5% | +8.2% | -16.7% | -4.8% |
| 1Y | -11.4% | +10.1% | -21.5% | -6.9% |
| 3Y | -7.3% | +69.7% | -77.0% | +24.3% |
| 5Y | -69.4% | +53.4% | -122.8% | -62.3% |
| 10Y | -59.9% | +219.2% | -279.1% | -3.2% |
| All | +3.4% | +395.7% | -392.3% | +362.4% |
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