-92.9%
UNCY vs VT
+65.1%
-158.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | 0.0% | +2.4% | -2.4% | -1.9% |
| 30D | -4.1% | -1.5% | -2.6% | -2.5% |
| 3M | -34.3% | -4.1% | -30.1% | -31.7% |
| 6M | -58.3% | +0.6% | -58.8% | -58.6% |
| YTD | -38.5% | +11.0% | -49.5% | -43.8% |
| 1Y | -33.4% | +13.3% | -46.7% | -40.1% |
| 3Y | -34.3% | +73.4% | -107.7% | -56.0% |
| 5Y | -86.9% | +57.4% | -144.3% | -89.4% |
| All | -92.9% | +65.1% | -158.0% | -94.7% |
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