-10.2%
UPAR vs VT
+58.3%
-68.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | +0.4% | -1.7% | +2.2% | +1.5% |
| 3M | -5.3% | -2.3% | -3.0% | -3.8% |
| 6M | -8.6% | +1.5% | -10.1% | -9.5% |
| YTD | +0.6% | +12.0% | -11.4% | -6.8% |
| 1Y | -0.2% | +12.9% | -13.0% | -8.0% |
| 3Y | +39.5% | +74.9% | -35.5% | -4.5% |
| All | -10.2% | +58.3% | -68.5% | -37.0% |
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