-92.3%
UNG vs VT
+215.5%
-307.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +3.0% | -2.3% | +5.3% | +3.5% |
| 30D | -15.2% | -5.0% | -10.3% | -14.2% |
| 3M | -2.9% | -4.9% | +2.0% | -1.7% |
| 6M | -10.5% | -1.5% | -9.0% | -10.3% |
| YTD | -23.7% | +8.5% | -32.2% | -25.9% |
| 1Y | -34.0% | +11.4% | -45.4% | -36.4% |
| 3Y | -65.7% | +70.1% | -135.8% | -71.5% |
| 5Y | -87.5% | +53.7% | -141.3% | -89.5% |
| All | -92.3% | +215.5% | -307.8% | -92.1% |
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