-93.9%
UONEK vs VT
+66.2%
-160.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -3.2% |
| 30D | -20.4% | -0.2% | -20.2% | -20.2% |
| 3M | -14.9% | +4.5% | -19.5% | -18.3% |
| 6M | -46.8% | +14.1% | -60.8% | -53.2% |
| YTD | -52.3% | +14.8% | -67.1% | -58.3% |
| 1Y | -53.4% | +21.2% | -74.6% | -61.8% |
| 3Y | -92.2% | +76.6% | -168.8% | -95.9% |
| 5Y | -93.9% | +66.6% | -160.5% | -96.5% |
| All | -93.9% | +66.2% | -160.1% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling