-91.5%
UONEK vs VT
+221.8%
-313.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +13.0% |
| 7D | -28.1% | +2.4% | -30.4% | -29.4% |
| 30D | -33.0% | -1.5% | -31.5% | -32.1% |
| 3M | -51.1% | -4.1% | -46.9% | -49.4% |
| 6M | -53.4% | +0.6% | -53.9% | -53.6% |
| YTD | -70.2% | +11.0% | -81.3% | -72.8% |
| 1Y | -48.8% | +13.3% | -62.1% | -54.2% |
| 3Y | -93.4% | +73.4% | -166.8% | -95.9% |
| 5Y | -94.2% | +57.4% | -151.7% | -96.2% |
| All | -91.5% | +221.8% | -313.2% | -97.0% |
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 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