+82.0%
UIVM vs VT
+57.0%
+25.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.5% | +2.4% | -0.8% | -0.4% |
| 30D | +1.7% | -1.5% | +3.2% | +2.8% |
| 3M | -2.8% | -4.1% | +1.3% | +0.5% |
| 6M | +3.5% | +0.6% | +2.9% | +2.9% |
| YTD | +18.9% | +11.0% | +7.9% | +9.3% |
| 1Y | +22.9% | +13.3% | +9.6% | +11.2% |
| 3Y | +99.2% | +73.4% | +25.8% | +27.6% |
| All | +82.0% | +57.0% | +25.0% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling