-50.8%
UCO vs VT
+224.4%
-275.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -13.6% | -1.7% | -11.9% | -12.6% |
| 3M | +22.1% | -2.3% | +24.4% | +23.5% |
| 6M | +7.3% | +1.5% | +5.8% | +1.7% |
| YTD | +164.3% | +12.0% | +152.3% | +113.1% |
| 1Y | +133.3% | +12.9% | +120.4% | +85.9% |
| 3Y | +71.5% | +74.9% | -3.4% | -28.3% |
| 5Y | +116.7% | +59.9% | +56.7% | +1.6% |
| 10Y | -50.8% | +224.6% | -275.4% | -87.5% |
| All | -50.8% | +224.4% | -275.1% | -87.5% |
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 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