+37.1%
UE vs VT
+253.0%
-215.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -1.9% | +0.4% | -2.4% | -2.4% |
| 30D | -4.8% | +1.0% | -5.8% | -5.8% |
| 3M | -5.3% | +2.4% | -7.7% | -8.3% |
| 6M | +2.4% | +12.0% | -9.6% | -10.3% |
| YTD | +11.4% | +15.3% | -3.9% | -5.8% |
| 1Y | +3.3% | +22.6% | -19.3% | -18.5% |
| 3Y | +42.9% | +74.7% | -31.8% | -24.4% |
| 5Y | +33.7% | +66.1% | -32.4% | -25.2% |
| 10Y | +7.2% | +225.0% | -217.8% | -68.6% |
| All | +37.1% | +253.0% | -215.9% | -63.4% |
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 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