+67.1%
UHS vs VT
+222.7%
-155.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -2.4% | +2.9% | -5.3% | -5.2% |
| 30D | +8.3% | -2.5% | +10.8% | +10.7% |
| 3M | +12.5% | -3.3% | +15.9% | +15.9% |
| 6M | +14.6% | +1.5% | +13.0% | +11.2% |
| YTD | -10.8% | +11.4% | -22.1% | -21.9% |
| 1Y | -14.8% | +11.9% | -26.7% | -25.9% |
| 3Y | +50.8% | +73.9% | -23.0% | -20.4% |
| 5Y | +52.0% | +57.9% | -5.9% | -10.5% |
| All | +67.1% | +222.7% | -155.6% | -44.8% |
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