+336.7%
UGL vs VT
+223.7%
+113.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +2.9% |
| 7D | +10.0% | +0.4% | +9.7% | +9.9% |
| 30D | -3.5% | -2.6% | -0.9% | -2.5% |
| 3M | -11.5% | -3.2% | -8.3% | -10.4% |
| 6M | -27.4% | +0.9% | -28.4% | -27.3% |
| YTD | -19.2% | +11.3% | -30.5% | -21.1% |
| 1Y | -7.9% | +14.0% | -21.9% | -10.5% |
| 3Y | +207.1% | +75.8% | +131.2% | +170.1% |
| 5Y | +196.8% | +57.8% | +138.9% | +162.4% |
| 10Y | +336.7% | +219.8% | +116.9% | +217.3% |
| All | +336.7% | +223.7% | +113.0% | +217.3% |
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