+442.2%
UNTY vs VT
+214.8%
+227.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +1.4% |
| 7D | -0.6% | -4.2% | +3.6% | +3.7% |
| 30D | +4.6% | -5.8% | +10.4% | +10.9% |
| 3M | -3.2% | -5.2% | +2.1% | +2.0% |
| 6M | +8.8% | +0.1% | +8.7% | +7.5% |
| YTD | +12.7% | +8.2% | +4.5% | +2.4% |
| 1Y | +27.4% | +10.1% | +17.2% | +13.5% |
| 3Y | +137.3% | +69.7% | +67.7% | +34.0% |
| 5Y | +131.2% | +53.4% | +77.8% | +43.5% |
| All | +442.2% | +214.8% | +227.4% | +40.4% |
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