-1.1%
UDN vs VT
+53.4%
-54.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +0.2% | -5.0% | +5.1% | +1.1% |
| 3M | -1.9% | -4.9% | +3.0% | -1.0% |
| 6M | -3.3% | -1.5% | -1.8% | -3.1% |
| YTD | -2.6% | +8.5% | -11.1% | -4.2% |
| 1Y | -0.8% | +11.4% | -12.2% | -2.9% |
| 3Y | +9.1% | +70.1% | -61.0% | -2.9% |
| All | -1.1% | +53.4% | -54.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling