-59.8%
UNL vs VT
+57.5%
-117.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.6% | -0.1% | +3.8% | +3.6% |
| 30D | -6.6% | -3.1% | -3.5% | -6.0% |
| 3M | -9.4% | -3.5% | -5.9% | -8.8% |
| 6M | -15.4% | +0.5% | -15.9% | -15.6% |
| YTD | -26.6% | +10.8% | -37.3% | -28.6% |
| 1Y | -34.1% | +11.9% | -46.0% | -36.1% |
| 3Y | -49.2% | +73.0% | -122.2% | -58.0% |
| 5Y | -59.8% | +58.6% | -118.4% | -67.4% |
| All | -59.8% | +57.5% | -117.4% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling