+91.3%
UCB vs VT
+221.8%
-130.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +0.9% | +2.4% | -1.5% | -1.9% |
| 30D | +12.5% | -1.5% | +14.0% | +14.2% |
| 3M | +2.3% | -4.1% | +6.4% | +7.0% |
| 6M | +17.6% | +0.6% | +17.1% | +15.5% |
| YTD | +22.3% | +11.0% | +11.3% | +5.8% |
| 1Y | +28.4% | +13.3% | +15.0% | +8.2% |
| 3Y | +77.6% | +73.4% | +4.2% | -10.5% |
| 5Y | +20.3% | +57.4% | -37.1% | -31.4% |
| All | +91.3% | +221.8% | -130.5% | -58.8% |
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