-9.9%
UPAR vs VT
+53.2%
-63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | -2.3% | +1.8% | +1.1% |
| 30D | +1.8% | -5.0% | +6.8% | +5.3% |
| 3M | -4.5% | -4.9% | +0.4% | -1.2% |
| 6M | -8.4% | -1.5% | -6.8% | -7.4% |
| YTD | +1.0% | +8.5% | -7.5% | -4.4% |
| 1Y | +2.2% | +11.4% | -9.2% | -4.9% |
| 3Y | +39.1% | +70.1% | -30.9% | -2.8% |
| All | -9.9% | +53.2% | -63.1% | -35.4% |
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