-23.4%
UST vs VT
+224.5%
-247.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.6% |
| 30D | -1.8% | +1.0% | -2.7% | -1.7% |
| 3M | -2.9% | +2.4% | -5.2% | -2.7% |
| 6M | -7.3% | +12.0% | -19.3% | -6.4% |
| YTD | -5.4% | +15.3% | -20.8% | -4.3% |
| 1Y | -4.8% | +22.6% | -27.4% | -3.1% |
| 3Y | +3.0% | +74.7% | -71.7% | +8.5% |
| 5Y | -34.0% | +66.1% | -100.1% | -31.6% |
| All | -23.4% | +224.5% | -247.9% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling