-100.0%
UPC vs VT
+85.3%
-185.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -17.8% | +0.4% | -18.2% | -17.9% |
| 30D | -34.6% | +1.0% | -35.6% | -34.9% |
| 3M | +21.2% | +2.4% | +18.8% | +19.5% |
| 6M | +52.7% | +12.0% | +40.6% | +47.7% |
| YTD | +5.8% | +15.3% | -9.6% | +2.0% |
| 1Y | +8.0% | +22.6% | -14.5% | +3.6% |
| 3Y | -99.5% | +74.7% | -174.2% | -99.6% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +85.3% | -185.3% | -100.0% |
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