-59.2%
UCO vs VT
+222.7%
-281.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.5% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +21.9% | -0.7% | +22.5% | +22.5% |
| 3M | +11.2% | +4.0% | +7.2% | +4.2% |
| 6M | +54.0% | +12.3% | +41.7% | +26.6% |
| YTD | +159.9% | +14.0% | +145.9% | +107.8% |
| 1Y | +120.8% | +20.3% | +100.5% | +63.7% |
| 3Y | +45.4% | +75.4% | -30.0% | -39.1% |
| 5Y | +182.3% | +66.0% | +116.4% | +26.3% |
| 10Y | -59.2% | +228.2% | -287.4% | -92.4% |
| All | -59.2% | +222.7% | -281.8% | -92.4% |
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