+36.2%
UNMA vs VT
+149.2%
-113.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.2% |
| 7D | +3.4% | +0.4% | +3.1% | +3.3% |
| 30D | -0.4% | -2.6% | +2.2% | +0.8% |
| 3M | -1.3% | -3.2% | +1.9% | +0.2% |
| 6M | -9.4% | +0.9% | -10.3% | -9.9% |
| YTD | -6.4% | +11.3% | -17.7% | -11.4% |
| 1Y | -6.9% | +14.0% | -20.9% | -13.0% |
| 3Y | +6.7% | +75.8% | -69.1% | -21.0% |
| 5Y | +5.3% | +57.8% | -52.5% | -17.8% |
| All | +36.2% | +149.2% | -113.0% | -27.8% |
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