+312.1%
UCC vs VT
+223.7%
+88.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +0.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.4% |
| 30D | +13.8% | -2.6% | +16.4% | +20.4% |
| 3M | -0.1% | -3.2% | +3.1% | +7.2% |
| 6M | -2.6% | +0.9% | -3.5% | -3.5% |
| YTD | -4.7% | +11.3% | -16.0% | -21.3% |
| 1Y | -3.0% | +14.0% | -17.0% | -23.4% |
| 3Y | +76.4% | +75.8% | +0.5% | -33.7% |
| 5Y | -10.3% | +57.8% | -68.2% | -55.1% |
| 10Y | +312.1% | +219.8% | +92.3% | -13.1% |
| All | +312.1% | +223.7% | +88.4% | -13.1% |
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