+316.3%
UGL vs VT
+215.5%
+100.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +9.5% | -2.3% | +11.8% | +10.3% |
| 30D | -2.8% | -5.0% | +2.2% | -1.0% |
| 3M | -11.0% | -4.9% | -6.1% | -9.3% |
| 6M | -29.2% | -1.5% | -27.7% | -28.5% |
| YTD | -22.2% | +8.5% | -30.7% | -23.3% |
| 1Y | -10.2% | +11.4% | -21.6% | -12.0% |
| 3Y | +189.4% | +70.1% | +119.3% | +157.3% |
| 5Y | +190.7% | +53.7% | +136.9% | +159.4% |
| All | +316.3% | +215.5% | +100.8% | +203.2% |
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