-47.6%
UNL vs VT
+215.5%
-263.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -10.9% | -5.0% | -5.9% | -10.3% |
| 3M | -11.2% | -4.9% | -6.3% | -10.6% |
| 6M | -19.7% | -1.5% | -18.1% | -19.6% |
| YTD | -30.2% | +8.5% | -38.7% | -31.3% |
| 1Y | -37.6% | +11.4% | -48.9% | -38.9% |
| 3Y | -54.4% | +70.1% | -124.5% | -58.9% |
| 5Y | -64.3% | +53.7% | -118.0% | -67.8% |
| All | -47.6% | +215.5% | -263.1% | -43.5% |
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