-70.8%
UONEK vs VT
+374.2%
-445.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -22.7% | +1.0% | -23.7% | -23.3% |
| 3M | -15.3% | +2.4% | -17.7% | -16.9% |
| 6M | -48.8% | +12.0% | -60.8% | -53.7% |
| YTD | -51.7% | +15.3% | -67.1% | -57.4% |
| 1Y | -56.3% | +22.6% | -78.9% | -63.6% |
| 3Y | -92.1% | +74.7% | -166.7% | -95.1% |
| 5Y | -94.1% | +66.1% | -160.2% | -96.2% |
| 10Y | -88.0% | +225.0% | -313.0% | -95.6% |
| All | -70.8% | +374.2% | -445.0% | -90.6% |
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