+236.3%
UCC vs VT
+224.5%
+11.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.8% |
| 30D | -7.1% | +1.0% | -8.0% | -8.7% |
| 3M | -6.1% | +2.4% | -8.5% | -10.0% |
| 6M | -6.7% | +12.0% | -18.7% | -24.4% |
| YTD | -12.8% | +15.3% | -28.2% | -33.1% |
| 1Y | -12.0% | +22.6% | -34.5% | -39.6% |
| 3Y | +38.3% | +74.7% | -36.4% | -46.9% |
| 5Y | -13.3% | +66.1% | -79.4% | -60.4% |
| All | +236.3% | +224.5% | +11.8% | -31.7% |
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 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