+278.5%
UNM vs VT
+224.5%
+54.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | +7.6% | +1.0% | +6.6% | +6.3% |
| 3M | +13.5% | +2.4% | +11.2% | +9.5% |
| 6M | +32.2% | +12.0% | +20.1% | +12.6% |
| YTD | +25.9% | +15.3% | +10.6% | +3.0% |
| 1Y | +34.3% | +22.6% | +11.8% | +0.7% |
| 3Y | +109.3% | +74.7% | +34.7% | -5.6% |
| 5Y | +322.1% | +66.1% | +255.9% | +101.7% |
| All | +278.5% | +224.5% | +54.0% | -23.0% |
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