+28.5%
UNMA vs VT
+142.3%
-113.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.2% |
| 7D | -1.4% | -4.2% | +2.7% | +0.5% |
| 30D | -8.3% | -5.8% | -2.5% | -5.8% |
| 3M | -7.3% | -5.2% | -2.1% | -5.1% |
| 6M | -13.9% | +0.1% | -14.0% | -14.1% |
| YTD | -11.7% | +8.2% | -19.9% | -15.3% |
| 1Y | -12.2% | +10.1% | -22.3% | -16.6% |
| 3Y | -0.4% | +69.7% | -70.1% | -25.0% |
| 5Y | -3.1% | +53.4% | -56.4% | -23.3% |
| All | +28.5% | +142.3% | -113.7% | -31.0% |
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 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