+243.5%
UHT vs VT
+356.1%
-112.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.5% | -1.6% | +5.1% | +5.0% |
| 30D | +4.0% | -2.5% | +6.5% | +6.3% |
| 3M | -8.9% | -1.3% | -7.6% | -8.1% |
| 6M | -2.3% | +3.1% | -5.4% | -6.1% |
| YTD | +2.9% | +10.9% | -8.0% | -8.1% |
| 1Y | +7.5% | +12.1% | -4.5% | -5.1% |
| 3Y | +16.6% | +73.9% | -57.3% | -33.8% |
| 5Y | -9.7% | +58.0% | -67.7% | -44.8% |
| 10Y | +15.6% | +225.5% | -209.9% | -62.4% |
| All | +243.5% | +356.1% | -112.6% | -22.2% |
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