-99.9%
UNG vs VT
+345.0%
-444.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.0% |
| 7D | +1.0% | -4.2% | +5.2% | +2.0% |
| 30D | -13.7% | -5.8% | -7.9% | -12.4% |
| 3M | -4.8% | -5.2% | +0.4% | -3.6% |
| 6M | -12.9% | +0.1% | -13.0% | -13.1% |
| YTD | -24.4% | +8.2% | -32.6% | -26.3% |
| 1Y | -32.0% | +10.1% | -42.1% | -34.1% |
| 3Y | -68.1% | +69.7% | -137.7% | -72.6% |
| 5Y | -87.6% | +53.4% | -141.0% | -89.2% |
| 10Y | -92.2% | +219.2% | -311.5% | -94.4% |
| All | -99.9% | +345.0% | -444.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling