+860.0%
UGE vs VT
+374.2%
+485.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | -2.4% | +1.0% | -3.3% | -3.6% |
| 3M | +5.0% | +2.4% | +2.7% | +0.8% |
| 6M | -7.7% | +12.0% | -19.7% | -21.0% |
| YTD | +14.9% | +15.3% | -0.4% | -5.4% |
| 1Y | +7.3% | +22.6% | -15.3% | -18.5% |
| 3Y | +26.1% | +74.7% | -48.6% | -39.8% |
| 5Y | -14.2% | +66.1% | -80.4% | -54.3% |
| 10Y | +105.5% | +225.0% | -119.5% | -44.5% |
| All | +860.0% | +374.2% | +485.9% | +62.7% |
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