+607.8%
UGL vs VT
+642.7%
-34.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.7% |
| 7D | +3.5% | -4.2% | +7.7% | +4.6% |
| 30D | -4.4% | -5.8% | +1.4% | -2.9% |
| 3M | -9.6% | -5.2% | -4.3% | -8.2% |
| 6M | -23.6% | +0.1% | -23.8% | -23.4% |
| YTD | -20.9% | +8.2% | -29.1% | -21.7% |
| 1Y | -9.0% | +10.1% | -19.1% | -10.2% |
| 3Y | +189.9% | +69.7% | +120.2% | +163.7% |
| 5Y | +195.5% | +53.4% | +142.1% | +171.2% |
| 10Y | +308.2% | +219.2% | +89.0% | +231.8% |
| All | +607.8% | +642.7% | -34.9% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling