+103.0%
UGA vs VT
+374.2%
-271.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | +24.9% | +1.0% | +23.9% | +24.0% |
| 3M | +26.4% | +2.4% | +24.1% | +23.7% |
| 6M | +66.2% | +12.0% | +54.1% | +50.6% |
| YTD | +115.8% | +15.3% | +100.5% | +91.2% |
| 1Y | +105.6% | +22.6% | +83.0% | +74.0% |
| 3Y | +87.4% | +74.7% | +12.8% | +20.2% |
| 5Y | +261.4% | +66.1% | +195.3% | +136.6% |
| 10Y | +475.7% | +225.0% | +250.7% | +135.5% |
| All | +103.0% | +374.2% | -271.2% | -46.5% |
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 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