+50.6%
UG vs VT
+363.9%
-313.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -2.0% | -1.4% | -0.6% | -1.6% |
| 3M | -3.4% | -1.4% | -2.0% | -3.0% |
| 6M | -4.2% | +5.5% | -9.6% | -6.0% |
| YTD | +19.8% | +12.8% | +6.9% | +15.0% |
| 1Y | +4.4% | +15.4% | -11.1% | -0.5% |
| 3Y | +43.1% | +76.9% | -33.8% | +19.1% |
| 5Y | -34.2% | +60.4% | -94.6% | -43.9% |
| 10Y | -20.4% | +232.8% | -253.2% | -45.9% |
| All | +50.6% | +363.9% | -313.3% | -19.3% |
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