+162.3%
UGE vs VT
+214.8%
-52.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +3.5% |
| 7D | +6.6% | -4.2% | +10.8% | +12.8% |
| 30D | +23.0% | -5.8% | +28.8% | +32.7% |
| 3M | +13.1% | -5.2% | +18.3% | +20.7% |
| 6M | +15.6% | +0.1% | +15.5% | +12.1% |
| YTD | +33.0% | +8.2% | +24.8% | +14.4% |
| 1Y | +39.9% | +10.1% | +29.8% | +16.9% |
| 3Y | +60.9% | +69.7% | -8.8% | -34.5% |
| 5Y | -22.6% | +53.4% | -75.9% | -61.3% |
| All | +162.3% | +214.8% | -52.5% | -51.0% |
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