+27.9%
UNMA vs VT
+142.8%
-114.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.1% |
| 30D | -7.2% | -5.0% | -2.3% | -5.1% |
| 3M | -7.1% | -4.9% | -2.2% | -5.0% |
| 6M | -14.9% | -1.5% | -13.3% | -14.5% |
| YTD | -12.1% | +8.5% | -20.6% | -15.8% |
| 1Y | -12.4% | +11.4% | -23.8% | -17.2% |
| 3Y | -0.7% | +70.1% | -70.8% | -25.3% |
| 5Y | -3.5% | +53.7% | -57.3% | -23.8% |
| All | +27.9% | +142.8% | -114.9% | -31.4% |
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 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