+5.3%
UCB vs VT
+374.2%
-368.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | -1.2% | +1.0% | -2.2% | -2.5% |
| 3M | +8.1% | +2.4% | +5.7% | +3.9% |
| 6M | +11.2% | +12.0% | -0.8% | -5.3% |
| YTD | +15.9% | +15.3% | +0.6% | -5.2% |
| 1Y | +9.5% | +22.6% | -13.1% | -17.5% |
| 3Y | +42.6% | +74.7% | -32.1% | -31.9% |
| 5Y | +38.5% | +66.1% | -27.7% | -30.2% |
| 10Y | +121.3% | +225.0% | -103.7% | -53.8% |
| All | +5.3% | +374.2% | -368.9% | -82.7% |
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