+159.7%
UJB vs VT
+328.6%
-168.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.7% |
| 7D | +0.3% | -4.2% | +4.5% | +2.6% |
| 30D | +0.9% | -5.8% | +6.7% | +4.1% |
| 3M | -3.9% | -5.2% | +1.4% | -1.1% |
| 6M | -3.0% | +0.1% | -3.1% | -3.3% |
| YTD | -2.3% | +8.2% | -10.5% | -6.8% |
| 1Y | 0.0% | +10.1% | -10.2% | -5.7% |
| 3Y | +31.1% | +69.7% | -38.6% | -3.2% |
| 5Y | +8.6% | +53.4% | -44.8% | -15.9% |
| 10Y | +59.5% | +219.2% | -159.8% | -11.6% |
| All | +159.7% | +328.6% | -168.9% | +23.7% |
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 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