+389.9%
UGA vs VT
+215.5%
+174.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -11.3% | -2.3% | -9.0% | -10.2% |
| 30D | -12.0% | -5.0% | -7.1% | -9.4% |
| 3M | +15.2% | -4.9% | +20.1% | +18.3% |
| 6M | +11.9% | -1.5% | +13.5% | +11.5% |
| YTD | +107.8% | +8.5% | +99.3% | +90.2% |
| 1Y | +89.0% | +11.4% | +77.7% | +69.4% |
| 3Y | +101.5% | +70.1% | +31.4% | +24.8% |
| 5Y | +208.3% | +53.7% | +154.6% | +106.7% |
| All | +389.9% | +215.5% | +174.4% | +93.1% |
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