+72.6%
UHS vs VT
+223.7%
-151.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.8% |
| 7D | +9.1% | +0.4% | +8.8% | +8.6% |
| 30D | +11.2% | -2.6% | +13.8% | +13.8% |
| 3M | +13.7% | -3.2% | +17.0% | +17.0% |
| 6M | +16.3% | +0.9% | +15.4% | +13.6% |
| YTD | -9.2% | +11.3% | -20.6% | -20.6% |
| 1Y | -13.6% | +14.0% | -27.6% | -26.4% |
| 3Y | +55.8% | +75.8% | -20.1% | -18.8% |
| 5Y | +57.5% | +57.8% | -0.3% | -7.3% |
| 10Y | +72.6% | +219.8% | -147.2% | -44.6% |
| All | +72.6% | +223.7% | -151.0% | -44.6% |
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 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