+98.8%
UHAL vs VT
+222.7%
-123.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.5% | -2.4% |
| 30D | -9.3% | +1.0% | -10.3% | -10.1% |
| 3M | +19.0% | +2.4% | +16.7% | +16.0% |
| 6M | +31.8% | +12.0% | +19.8% | +18.1% |
| YTD | +33.3% | +15.3% | +17.9% | +16.3% |
| 1Y | +15.3% | +22.6% | -7.3% | -5.0% |
| 3Y | +16.1% | +74.7% | -58.6% | -30.7% |
| 5Y | +2.8% | +66.1% | -63.3% | -35.8% |
| All | +98.8% | +222.7% | -123.9% | -33.0% |
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