+78.6%
UHAL vs VT
+224.4%
-145.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.2% |
| 7D | -6.8% | -0.7% | -6.1% | -6.3% |
| 30D | +0.8% | -1.7% | +2.5% | +2.2% |
| 3M | -22.7% | -2.3% | -20.4% | -21.2% |
| 6M | +9.1% | +1.5% | +7.6% | +7.0% |
| YTD | +12.4% | +12.0% | +0.4% | +0.6% |
| 1Y | +7.8% | +12.9% | -5.0% | -4.1% |
| 3Y | +7.4% | +74.9% | -67.5% | -36.1% |
| 5Y | -24.0% | +59.9% | -83.9% | -51.0% |
| 10Y | +78.6% | +224.6% | -146.0% | -42.1% |
| All | +78.6% | +224.4% | -145.7% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling