+176.0%
UMDD vs VT
+222.7%
-46.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -1.1% |
| 7D | -2.3% | -0.1% | -2.1% | -1.8% |
| 30D | -12.1% | -0.7% | -11.4% | -9.9% |
| 3M | -3.8% | +4.0% | -7.8% | -15.1% |
| 6M | +18.1% | +12.3% | +5.8% | -18.0% |
| YTD | +29.6% | +14.0% | +15.6% | -13.7% |
| 1Y | +29.7% | +20.3% | +9.4% | -26.5% |
| 3Y | +80.6% | +75.4% | +5.2% | -64.7% |
| 5Y | +8.8% | +66.0% | -57.1% | -67.0% |
| 10Y | +176.0% | +228.2% | -52.2% | -81.3% |
| All | +176.0% | +222.7% | -46.7% | -81.3% |
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 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