-47.3%
UROY vs VT
+57.0%
-104.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.9% |
| 7D | -8.6% | +2.4% | -10.9% | -12.4% |
| 30D | -25.7% | -1.5% | -24.2% | -23.4% |
| 3M | -31.7% | -4.1% | -27.6% | -26.0% |
| 6M | -31.9% | +0.6% | -32.4% | -31.7% |
| YTD | -21.5% | +11.0% | -32.5% | -32.8% |
| 1Y | -24.9% | +13.3% | -38.2% | -37.8% |
| 3Y | -1.8% | +73.4% | -75.2% | -60.1% |
| All | -47.3% | +57.0% | -104.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling