+158.9%
UMDD vs VT
+217.6%
-58.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.2% |
| 7D | -0.9% | -0.1% | -0.7% | +0.2% |
| 30D | +0.7% | -3.1% | +3.8% | +12.3% |
| 3M | -15.6% | -3.5% | -12.1% | -4.2% |
| 6M | -6.1% | +0.5% | -6.6% | -6.3% |
| YTD | +24.3% | +10.8% | +13.6% | -8.4% |
| 1Y | +27.4% | +11.9% | +15.5% | -8.5% |
| 3Y | +110.5% | +73.0% | +37.5% | -57.3% |
| 5Y | -11.7% | +58.6% | -70.4% | -69.1% |
| 10Y | +158.9% | +219.2% | -60.3% | -80.7% |
| All | +158.9% | +217.6% | -58.7% | -80.7% |
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