-4.3%
UG vs VT
+221.8%
-226.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +26.1% | +2.4% | +23.7% | +25.2% |
| 30D | +21.4% | -1.5% | +22.9% | +22.1% |
| 3M | +18.0% | -4.1% | +22.1% | +19.9% |
| 6M | +25.6% | +0.6% | +25.1% | +25.2% |
| YTD | +47.7% | +11.0% | +36.7% | +41.4% |
| 1Y | +47.5% | +13.3% | +34.1% | +40.0% |
| 3Y | +39.0% | +73.4% | -34.4% | +11.0% |
| 5Y | -20.6% | +57.4% | -78.1% | -34.1% |
| All | -4.3% | +221.8% | -226.1% | -49.5% |
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