+1,835.8%
UCC vs VT
+345.0%
+1,490.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -1.0% |
| 7D | +2.3% | -4.2% | +6.4% | +9.8% |
| 30D | +9.8% | -5.8% | +15.6% | +21.2% |
| 3M | -3.8% | -5.2% | +1.4% | +5.4% |
| 6M | -5.1% | +0.1% | -5.2% | -4.3% |
| YTD | -9.8% | +8.2% | -18.1% | -18.9% |
| 1Y | -12.3% | +10.1% | -22.4% | -23.1% |
| 3Y | +63.6% | +69.7% | -6.1% | -21.0% |
| 5Y | -15.0% | +53.4% | -68.4% | -47.2% |
| 10Y | +284.0% | +219.2% | +64.8% | -5.8% |
| All | +1,835.8% | +345.0% | +1,490.8% | +269.5% |
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