-20.9%
UST vs VT
+214.8%
-235.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.6% |
| 7D | +2.2% | -4.2% | +6.4% | +1.9% |
| 30D | +6.8% | -5.8% | +12.6% | +6.4% |
| 3M | -1.7% | -5.2% | +3.5% | -2.1% |
| 6M | -3.3% | +0.1% | -3.5% | -3.3% |
| YTD | -5.4% | +8.2% | -13.6% | -4.7% |
| 1Y | -5.0% | +10.1% | -15.1% | -4.1% |
| 3Y | +8.4% | +69.7% | -61.3% | +14.3% |
| 5Y | -32.6% | +53.4% | -86.0% | -30.7% |
| All | -20.9% | +214.8% | -235.7% | -8.1% |
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