+608.2%
UDOW vs VT
+217.6%
+390.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +2.8% |
| 30D | +1.5% | -3.1% | +4.6% | +11.4% |
| 3M | -12.1% | -3.5% | -8.6% | -2.2% |
| 6M | +10.1% | +0.5% | +9.7% | +9.5% |
| YTD | +15.8% | +10.8% | +5.0% | -11.7% |
| 1Y | +19.6% | +11.9% | +7.7% | -10.9% |
| 3Y | +143.6% | +73.0% | +70.6% | -43.6% |
| 5Y | +68.9% | +58.6% | +10.3% | -43.3% |
| 10Y | +608.2% | +219.2% | +389.0% | -38.6% |
| All | +608.2% | +217.6% | +390.5% | -38.6% |
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