+378.0%
UPW vs VT
+374.2%
+3.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | +0.4% | +0.8% | +0.8% |
| 30D | -3.6% | +1.0% | -4.5% | -4.7% |
| 3M | -5.0% | +2.4% | -7.4% | -8.3% |
| 6M | -18.7% | +12.0% | -30.7% | -29.6% |
| YTD | -1.8% | +15.3% | -17.2% | -17.9% |
| 1Y | +2.5% | +22.6% | -20.0% | -20.2% |
| 3Y | +69.7% | +74.7% | -5.0% | -13.1% |
| 5Y | +34.3% | +66.1% | -31.8% | -27.3% |
| 10Y | +148.5% | +225.0% | -76.5% | -36.9% |
| All | +378.0% | +374.2% | +3.8% | -32.5% |
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