+4,780.5%
UDOW vs VT
+471.6%
+4,308.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | +0.4% | -1.3% | -1.9% |
| 30D | -5.5% | +1.0% | -6.5% | -7.8% |
| 3M | +8.1% | +2.4% | +5.7% | +1.8% |
| 6M | +24.3% | +12.0% | +12.3% | -6.6% |
| YTD | +27.2% | +15.3% | +11.9% | -11.0% |
| 1Y | +44.3% | +22.6% | +21.7% | -13.5% |
| 3Y | +148.4% | +74.7% | +73.7% | -35.9% |
| 5Y | +96.1% | +66.1% | +30.0% | -34.8% |
| 10Y | +717.8% | +225.0% | +492.8% | -14.9% |
| All | +4,780.5% | +471.6% | +4,308.9% | +101.6% |
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 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