+386.0%
UPW vs VT
+345.0%
+41.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +3.6% |
| 7D | +0.9% | -4.2% | +5.1% | +5.7% |
| 30D | +9.9% | -5.8% | +15.7% | +17.2% |
| 3M | -1.9% | -5.2% | +3.3% | +3.9% |
| 6M | -13.8% | +0.1% | -14.0% | -15.1% |
| YTD | -0.2% | +8.2% | -8.4% | -10.6% |
| 1Y | -7.5% | +10.1% | -17.6% | -18.9% |
| 3Y | +77.9% | +69.7% | +8.2% | -6.5% |
| 5Y | +43.7% | +53.4% | -9.7% | -14.9% |
| 10Y | +167.7% | +219.2% | -51.5% | -31.0% |
| All | +386.0% | +345.0% | +41.0% | -26.4% |
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