+63.5%
UHS vs VT
+215.5%
-152.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +11.0% | -2.3% | +13.4% | +13.6% |
| 30D | +12.0% | -5.0% | +16.9% | +17.5% |
| 3M | +15.3% | -4.9% | +20.2% | +20.7% |
| 6M | +16.3% | -1.5% | +17.9% | +16.5% |
| YTD | -10.0% | +8.5% | -18.5% | -19.1% |
| 1Y | -13.3% | +11.4% | -24.6% | -24.3% |
| 3Y | +52.8% | +70.1% | -17.3% | -17.5% |
| 5Y | +54.5% | +53.7% | +0.7% | -6.6% |
| All | +63.5% | +215.5% | -152.1% | -49.2% |
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