-89.6%
UNL vs VT
+429.7%
-519.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | -12.5% | +2.4% | -14.9% | -12.8% |
| 6M | -16.9% | +12.0% | -28.9% | -18.2% |
| YTD | -20.6% | +15.3% | -35.9% | -22.2% |
| 1Y | -24.9% | +22.6% | -47.5% | -27.1% |
| 3Y | -47.8% | +74.7% | -122.4% | -52.0% |
| 5Y | -52.8% | +66.1% | -119.0% | -56.7% |
| 10Y | -41.9% | +225.0% | -266.9% | -50.4% |
| All | -89.6% | +429.7% | -519.2% | -91.6% |
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