+167.0%
UNM vs VT
+221.8%
-54.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.3% |
| 7D | +4.0% | +2.4% | +1.7% | +1.1% |
| 30D | -12.2% | -1.5% | -10.7% | -11.2% |
| 3M | -13.4% | -4.1% | -9.3% | -9.4% |
| 6M | +0.4% | +0.6% | -0.2% | -2.0% |
| YTD | +5.5% | +11.0% | -5.6% | -10.4% |
| 1Y | +6.1% | +13.3% | -7.2% | -12.4% |
| 3Y | +99.3% | +73.4% | +25.9% | -10.8% |
| 5Y | +248.5% | +57.4% | +191.1% | +77.0% |
| All | +167.0% | +221.8% | -54.7% | -49.2% |
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