-85.4%
UPB vs VT
+31.5%
-116.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.1% | -9.2% | -7.8% |
| 7D | -1.8% | -4.2% | +2.3% | +4.4% |
| 30D | -30.1% | -5.8% | -24.3% | -23.9% |
| 3M | -52.4% | -5.2% | -47.1% | -48.5% |
| 6M | -64.8% | +0.1% | -64.9% | -64.7% |
| YTD | -88.2% | +8.2% | -96.4% | -89.4% |
| 1Y | -86.6% | +10.1% | -96.7% | -88.2% |
| All | -85.4% | +31.5% | -116.9% | -88.8% |
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