+380.6%
UPW vs VT
+346.0%
+34.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.4% |
| 7D | -1.6% | -2.3% | +0.7% | +0.8% |
| 30D | +9.0% | -5.0% | +14.0% | +15.1% |
| 3M | -1.5% | -4.9% | +3.4% | +3.9% |
| 6M | -12.6% | -1.5% | -11.0% | -12.1% |
| YTD | -1.3% | +8.5% | -9.8% | -11.8% |
| 1Y | -7.8% | +11.4% | -19.1% | -20.1% |
| 3Y | +77.4% | +70.1% | +7.3% | -7.0% |
| 5Y | +42.1% | +53.7% | -11.6% | -16.1% |
| 10Y | +164.7% | +220.0% | -55.3% | -32.0% |
| All | +380.6% | +346.0% | +34.5% | -27.4% |
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 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