-79.9%
UNIT vs VT
+217.6%
-297.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -3.9% |
| 7D | -17.0% | -0.1% | -16.9% | -17.5% |
| 30D | -38.9% | -3.1% | -35.8% | -36.4% |
| 3M | -55.3% | -3.5% | -51.8% | -53.1% |
| 6M | -62.8% | +0.5% | -63.2% | -63.3% |
| YTD | -40.1% | +10.8% | -50.9% | -48.5% |
| 1Y | -35.7% | +11.9% | -47.6% | -45.4% |
| 3Y | -41.0% | +73.0% | -113.9% | -72.5% |
| 5Y | -75.4% | +58.6% | -134.0% | -86.8% |
| 10Y | -79.9% | +219.2% | -299.1% | -95.8% |
| All | -79.9% | +217.6% | -297.5% | -95.8% |
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