+68.1%
UJB vs VT
+224.4%
-156.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +0.8% | -1.7% | +2.6% | +1.9% |
| 3M | -3.6% | -2.3% | -1.3% | -2.3% |
| 6M | -3.1% | +1.5% | -4.6% | -4.4% |
| YTD | -2.3% | +12.0% | -14.3% | -10.0% |
| 1Y | -1.1% | +12.9% | -14.0% | -9.4% |
| 3Y | +32.6% | +74.9% | -42.3% | -10.9% |
| 5Y | +9.8% | +59.9% | -50.1% | -22.3% |
| 10Y | +68.1% | +224.6% | -156.5% | -10.7% |
| All | +68.1% | +224.4% | -156.3% | -10.7% |
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