+486.1%
UHS vs VT
+374.2%
+111.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -1.1% | +1.0% | -2.0% | -1.9% |
| 3M | +19.2% | +2.4% | +16.8% | +16.2% |
| 6M | -15.9% | +12.0% | -27.9% | -24.3% |
| YTD | -21.9% | +15.3% | -37.2% | -31.5% |
| 1Y | -8.2% | +22.6% | -30.8% | -23.7% |
| 3Y | +27.7% | +74.7% | -46.9% | -21.9% |
| 5Y | +11.4% | +66.1% | -54.7% | -28.8% |
| 10Y | +46.8% | +225.0% | -178.2% | -43.2% |
| All | +486.1% | +374.2% | +111.9% | +40.2% |
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 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