+414.8%
UCTT vs VT
+224.4%
+190.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.1% | +3.9% |
| 7D | +12.7% | -0.7% | +13.4% | +15.9% |
| 30D | -21.9% | -1.7% | -20.1% | -17.3% |
| 3M | -42.3% | -2.3% | -40.0% | -38.0% |
| 6M | -41.9% | +1.5% | -43.4% | -40.3% |
| YTD | +95.9% | +12.0% | +83.9% | +70.7% |
| 1Y | +92.3% | +12.9% | +79.4% | +66.2% |
| 3Y | +92.5% | +74.9% | +17.6% | -19.4% |
| 5Y | -13.8% | +59.9% | -73.7% | -54.8% |
| 10Y | +414.8% | +224.6% | +190.2% | +8.6% |
| All | +414.8% | +224.4% | +190.5% | +8.6% |
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