+400.6%
UCTT vs VT
+217.6%
+183.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.8% |
| 7D | -2.7% | -0.1% | -2.6% | -1.6% |
| 30D | -31.9% | -3.1% | -28.8% | -26.0% |
| 3M | -43.2% | -3.5% | -39.7% | -37.5% |
| 6M | -46.4% | +0.5% | -46.8% | -43.7% |
| YTD | +84.4% | +10.8% | +73.6% | +64.3% |
| 1Y | +72.9% | +11.9% | +61.0% | +52.1% |
| 3Y | +81.2% | +73.0% | +8.2% | -22.4% |
| 5Y | -18.8% | +58.6% | -77.4% | -56.6% |
| 10Y | +400.6% | +219.2% | +181.5% | +12.3% |
| All | +400.6% | +217.6% | +183.0% | +12.3% |
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