-75.9%
UIS vs VT
+223.7%
-299.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -2.6% |
| 7D | +9.7% | +0.4% | +9.3% | +8.4% |
| 30D | +22.5% | -2.6% | +25.1% | +26.5% |
| 3M | -8.4% | -3.2% | -5.2% | -4.4% |
| 6M | -14.5% | +0.9% | -15.4% | -16.6% |
| YTD | -1.4% | +11.3% | -12.8% | -16.1% |
| 1Y | 0.0% | +14.0% | -14.0% | -17.5% |
| 3Y | -32.2% | +75.8% | -108.0% | -68.3% |
| 5Y | -87.4% | +57.8% | -145.2% | -93.0% |
| 10Y | -75.9% | +219.8% | -295.7% | -94.3% |
| All | -75.9% | +223.7% | -299.6% | -94.3% |
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