+1,218.8%
UHAL vs VT
+346.0%
+872.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.9% |
| 7D | -1.3% | -2.3% | +1.0% | +1.0% |
| 30D | -4.1% | -5.0% | +0.9% | +0.8% |
| 3M | -24.4% | -4.9% | -19.6% | -20.7% |
| 6M | +8.9% | -1.5% | +10.4% | +9.9% |
| YTD | +12.6% | +8.5% | +4.1% | +3.0% |
| 1Y | +6.9% | +11.4% | -4.5% | -4.8% |
| 3Y | +7.5% | +70.1% | -62.5% | -37.6% |
| 5Y | -25.1% | +53.7% | -78.9% | -51.8% |
| 10Y | +84.7% | +220.0% | -135.3% | -45.9% |
| All | +1,218.8% | +346.0% | +872.8% | +185.6% |
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