+252.1%
UHT vs VT
+345.0%
-92.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +3.0% |
| 7D | +3.1% | -4.2% | +7.3% | +7.1% |
| 30D | +4.4% | -5.8% | +10.2% | +10.0% |
| 3M | -6.1% | -5.2% | -0.9% | -1.7% |
| 6M | +0.4% | +0.1% | +0.3% | -1.0% |
| YTD | +5.5% | +8.2% | -2.7% | -3.8% |
| 1Y | +8.1% | +10.1% | -2.0% | -3.2% |
| 3Y | +19.5% | +69.7% | -50.2% | -30.6% |
| 5Y | -9.3% | +53.4% | -62.6% | -43.0% |
| 10Y | +18.2% | +219.2% | -201.0% | -60.9% |
| All | +252.1% | +345.0% | -92.9% | -18.5% |
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