+10.9%
UCB vs VT
+357.8%
-346.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | +0.3% |
| 7D | +0.8% | +2.9% | -2.0% | -2.9% |
| 30D | +11.7% | -2.5% | +14.2% | +15.0% |
| 3M | +3.1% | -3.3% | +6.5% | +7.2% |
| 6M | +15.4% | +1.5% | +13.9% | +11.6% |
| YTD | +22.1% | +11.4% | +10.8% | +4.0% |
| 1Y | +27.6% | +11.9% | +15.6% | +7.8% |
| 3Y | +78.7% | +73.9% | +4.8% | -14.9% |
| 5Y | +20.1% | +57.9% | -37.8% | -35.5% |
| 10Y | +96.3% | +222.6% | -126.3% | -58.9% |
| All | +10.9% | +357.8% | -346.9% | -81.0% |
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 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