+68.6%
UHS vs VT
+217.6%
-149.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +10.3% | -0.1% | +10.5% | +10.3% |
| 30D | +10.2% | -3.1% | +13.2% | +13.3% |
| 3M | +13.3% | -3.5% | +16.8% | +16.8% |
| 6M | +15.3% | +0.5% | +14.8% | +13.1% |
| YTD | -10.1% | +10.8% | -20.8% | -20.9% |
| 1Y | -11.8% | +11.9% | -23.7% | -23.3% |
| 3Y | +52.1% | +73.0% | -20.9% | -19.3% |
| 5Y | +55.0% | +58.6% | -3.6% | -9.4% |
| 10Y | +68.6% | +219.2% | -150.5% | -45.9% |
| All | +68.6% | +217.6% | -149.0% | -45.9% |
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