-26.2%
UDN vs VT
+374.2%
-400.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.4% |
| 30D | +0.6% | +1.0% | -0.4% | +0.5% |
| 3M | +0.7% | +2.4% | -1.7% | +0.4% |
| 6M | +0.5% | +12.0% | -11.5% | -1.2% |
| YTD | +0.2% | +15.3% | -15.1% | -1.8% |
| 1Y | +0.7% | +22.6% | -21.9% | -2.2% |
| 3Y | +11.8% | +74.7% | -62.9% | +2.9% |
| 5Y | -0.6% | +66.1% | -66.7% | -8.3% |
| 10Y | -1.8% | +225.0% | -226.8% | -18.3% |
| All | -26.2% | +374.2% | -400.4% | -48.3% |
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 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