+744.6%
UGL vs VT
+691.4%
+53.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.2% | +0.4% | -1.7% | -1.3% |
| 30D | +7.9% | +1.0% | +7.0% | +7.7% |
| 3M | -5.1% | +2.4% | -7.5% | -5.4% |
| 6M | -30.3% | +12.0% | -42.3% | -31.8% |
| YTD | -5.6% | +15.3% | -20.9% | -8.1% |
| 1Y | +32.3% | +22.6% | +9.8% | +27.4% |
| 3Y | +258.2% | +74.7% | +183.6% | +222.4% |
| 5Y | +245.9% | +66.1% | +179.7% | +211.4% |
| 10Y | +368.7% | +225.0% | +143.7% | +277.4% |
| All | +744.6% | +691.4% | +53.2% | +546.2% |
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