-93.9%
UIS vs VT
+345.0%
-438.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.8% | +10.4% |
| 7D | -7.5% | -4.2% | -3.3% | -2.4% |
| 30D | +6.5% | -5.8% | +12.3% | +15.0% |
| 3M | -16.0% | -5.2% | -10.8% | -9.8% |
| 6M | -13.4% | +0.1% | -13.5% | -14.1% |
| YTD | -10.9% | +8.2% | -19.1% | -20.4% |
| 1Y | -27.0% | +10.1% | -37.1% | -36.0% |
| 3Y | -15.2% | +69.7% | -84.8% | -57.4% |
| 5Y | -88.5% | +53.4% | -141.9% | -93.2% |
| 10Y | -76.2% | +219.2% | -295.5% | -94.6% |
| All | -93.9% | +345.0% | -438.9% | -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