-100.0%
UK vs VT
+126.9%
-226.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | -8.0% | -0.1% | -7.9% | -7.8% |
| 30D | -20.8% | -3.1% | -17.7% | -19.3% |
| 3M | -21.6% | -3.5% | -18.1% | -20.0% |
| 6M | -48.4% | +0.5% | -48.9% | -48.3% |
| YTD | -74.6% | +10.8% | -85.4% | -75.7% |
| 1Y | -81.7% | +11.9% | -93.6% | -82.6% |
| 3Y | -96.0% | +73.0% | -169.0% | -96.9% |
| 5Y | -99.9% | +58.6% | -158.5% | -99.9% |
| All | -100.0% | +126.9% | -226.8% | -100.0% |
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