-100.0%
UCAR vs VT
+84.8%
-184.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -6.6% |
| 7D | -28.4% | +1.0% | -29.4% | -31.0% |
| 30D | -50.3% | -0.2% | -50.0% | -50.6% |
| 3M | -67.9% | +4.5% | -72.5% | -72.9% |
| 6M | -96.9% | +14.1% | -111.0% | -97.9% |
| YTD | -97.2% | +14.8% | -111.9% | -98.1% |
| 1Y | -97.9% | +21.2% | -119.1% | -98.7% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +84.8% | -184.8% | -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