+122.5%
UPBD vs VT
+222.7%
-100.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | +0.4% | -1.7% | -1.8% |
| 30D | -5.7% | +1.0% | -6.6% | -6.8% |
| 3M | +6.5% | +2.4% | +4.1% | +3.2% |
| 6M | -3.8% | +12.0% | -15.8% | -17.0% |
| YTD | +12.8% | +15.3% | -2.5% | -6.1% |
| 1Y | -18.6% | +22.6% | -41.2% | -37.0% |
| 3Y | -27.4% | +74.7% | -102.0% | -63.6% |
| 5Y | -60.8% | +66.1% | -126.9% | -78.9% |
| All | +122.5% | +222.7% | -100.3% | -52.4% |
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