+10.1%
UCB vs VT
+346.0%
-335.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +0.7% | -2.3% | +3.0% | +3.6% |
| 30D | +11.2% | -5.0% | +16.2% | +18.4% |
| 3M | +4.4% | -4.9% | +9.3% | +10.9% |
| 6M | +10.6% | -1.5% | +12.1% | +11.4% |
| YTD | +21.2% | +8.5% | +12.7% | +6.9% |
| 1Y | +29.3% | +11.4% | +18.0% | +10.0% |
| 3Y | +72.9% | +70.1% | +2.8% | -15.2% |
| 5Y | +17.6% | +53.7% | -36.1% | -34.6% |
| 10Y | +128.0% | +220.0% | -92.0% | -51.7% |
| All | +10.1% | +346.0% | -335.9% | -80.5% |
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