+216.0%
UDIV vs VT
+234.3%
-18.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.9% | -1.4% | +0.5% | +0.3% |
| 3M | -0.8% | -1.4% | +0.6% | +0.4% |
| 6M | +7.7% | +5.5% | +2.2% | +2.9% |
| YTD | +16.8% | +12.8% | +4.0% | +5.3% |
| 1Y | +18.5% | +15.4% | +3.1% | +4.9% |
| 3Y | +92.6% | +76.9% | +15.7% | +20.2% |
| 5Y | +90.2% | +60.4% | +29.8% | +27.4% |
| 10Y | +223.2% | +232.8% | -9.5% | +26.8% |
| All | +216.0% | +234.3% | -18.3% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling