-93.5%
UIS vs VT
+374.2%
-467.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -2.6% | +0.4% | -3.0% | -3.2% |
| 30D | -10.6% | +1.0% | -11.6% | -11.6% |
| 3M | -39.4% | +2.4% | -41.7% | -41.6% |
| 6M | +8.7% | +12.0% | -3.3% | -7.3% |
| YTD | -5.1% | +15.3% | -20.4% | -22.0% |
| 1Y | -31.4% | +22.6% | -54.0% | -47.8% |
| 3Y | -34.0% | +74.7% | -108.7% | -67.9% |
| 5Y | -89.3% | +66.1% | -155.4% | -94.3% |
| 10Y | -74.4% | +225.0% | -299.4% | -94.3% |
| All | -93.5% | +374.2% | -467.7% | -98.9% |
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