+586.1%
UHS vs VT
+345.0%
+241.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +4.5% |
| 7D | +12.4% | -4.2% | +16.6% | +16.4% |
| 30D | +12.1% | -5.8% | +17.9% | +17.6% |
| 3M | +15.8% | -5.2% | +21.1% | +20.7% |
| 6M | +20.4% | +0.1% | +20.2% | +19.0% |
| YTD | -8.6% | +8.2% | -16.8% | -15.7% |
| 1Y | -12.5% | +10.1% | -22.6% | -20.6% |
| 3Y | +56.9% | +69.7% | -12.8% | -2.0% |
| 5Y | +56.9% | +53.4% | +3.5% | +6.8% |
| 10Y | +72.3% | +219.2% | -146.9% | -32.1% |
| All | +586.1% | +345.0% | +241.1% | +72.6% |
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 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