+188.5%
UGL vs VT
+53.4%
+135.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.8% |
| 7D | +9.5% | -2.3% | +11.8% | +10.9% |
| 30D | -2.8% | -5.0% | +2.2% | +0.2% |
| 3M | -11.0% | -4.9% | -6.1% | -8.1% |
| 6M | -29.2% | -1.5% | -27.7% | -28.0% |
| YTD | -22.2% | +8.5% | -30.7% | -23.9% |
| 1Y | -10.2% | +11.4% | -21.6% | -13.0% |
| 3Y | +189.4% | +70.1% | +119.3% | +142.0% |
| All | +188.5% | +53.4% | +135.1% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling