+196.8%
UGL vs VT
+57.4%
+139.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +2.3% |
| 7D | +10.0% | +0.4% | +9.7% | +9.7% |
| 30D | -3.5% | -2.6% | -0.9% | -1.9% |
| 3M | -11.5% | -3.2% | -8.3% | -9.6% |
| 6M | -27.4% | +0.9% | -28.4% | -27.3% |
| YTD | -19.2% | +11.3% | -30.5% | -22.2% |
| 1Y | -7.9% | +14.0% | -21.9% | -12.0% |
| 3Y | +207.1% | +75.8% | +131.2% | +152.5% |
| 5Y | +196.8% | +57.8% | +138.9% | +132.3% |
| All | +196.8% | +57.4% | +139.4% | +132.3% |
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 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