-100.0%
UCAR vs VT
+79.3%
-179.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +1.0% |
| 7D | -2.3% | +2.9% | -5.2% | -9.5% |
| 30D | -24.5% | -2.5% | -22.0% | -20.6% |
| 3M | -81.1% | -3.3% | -77.8% | -80.1% |
| 6M | -89.1% | +1.5% | -90.7% | -90.3% |
| YTD | -99.0% | +11.4% | -110.4% | -99.3% |
| 1Y | -99.3% | +11.9% | -111.2% | -99.5% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +79.3% | -179.3% | -100.0% |
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