+150.5%
UGL vs VT
+57.0%
+93.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -9.4% | +2.4% | -11.7% | -10.6% |
| 30D | -11.6% | -1.5% | -10.1% | -10.8% |
| 3M | -22.9% | -4.1% | -18.7% | -20.8% |
| 6M | -35.6% | +0.6% | -36.2% | -35.3% |
| YTD | -29.5% | +11.0% | -40.5% | -32.0% |
| 1Y | -25.4% | +13.3% | -38.7% | -28.6% |
| 3Y | +171.5% | +73.4% | +98.1% | +124.0% |
| All | +150.5% | +57.0% | +93.5% | +96.8% |
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