-86.5%
UONEK vs VT
+222.7%
-309.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.6% |
| 7D | +3.6% | -0.1% | +3.7% | +3.7% |
| 30D | -18.8% | -0.7% | -18.2% | -18.4% |
| 3M | -6.7% | +4.0% | -10.7% | -9.6% |
| 6M | -44.0% | +12.3% | -56.3% | -49.4% |
| YTD | -49.9% | +14.0% | -63.9% | -55.2% |
| 1Y | -53.2% | +20.3% | -73.5% | -60.3% |
| 3Y | -91.8% | +75.4% | -167.2% | -95.0% |
| 5Y | -93.6% | +66.0% | -159.5% | -95.9% |
| 10Y | -86.5% | +228.2% | -314.7% | -95.5% |
| All | -86.5% | +222.7% | -309.2% | -95.5% |
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