+54.4%
UPBD vs VT
+374.2%
-319.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | +0.4% | -1.7% | -1.7% |
| 30D | -5.7% | +1.0% | -6.6% | -6.6% |
| 3M | +6.5% | +2.4% | +4.1% | +3.9% |
| 6M | -3.8% | +12.0% | -15.8% | -14.5% |
| YTD | +12.8% | +15.3% | -2.5% | -2.5% |
| 1Y | -18.6% | +22.6% | -41.2% | -33.7% |
| 3Y | -27.4% | +74.7% | -102.0% | -58.0% |
| 5Y | -60.8% | +66.1% | -126.9% | -75.7% |
| 10Y | +124.1% | +225.0% | -100.9% | -23.4% |
| All | +54.4% | +374.2% | -319.8% | -60.0% |
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 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