+59.3%
UDEC vs VT
+120.3%
-61.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -1.5% |
| 7D | -3.0% | -4.2% | +1.2% | -1.4% |
| 30D | -2.8% | -5.8% | +3.0% | -0.6% |
| 3M | -0.9% | -5.2% | +4.3% | +1.0% |
| 6M | +2.5% | +0.1% | +2.4% | +2.4% |
| YTD | +5.9% | +8.2% | -2.3% | +2.7% |
| 1Y | +7.9% | +10.1% | -2.2% | +4.0% |
| 3Y | +40.9% | +69.7% | -28.8% | +16.3% |
| 5Y | +41.0% | +53.4% | -12.4% | +19.9% |
| All | +59.3% | +120.3% | -61.0% | +17.6% |
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