-32.6%
UST vs VT
+53.2%
-85.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.2% |
| 7D | +2.2% | -4.2% | +6.4% | +2.6% |
| 30D | +6.8% | -5.8% | +12.6% | +7.4% |
| 3M | -1.7% | -5.2% | +3.5% | -1.2% |
| 6M | -3.3% | +0.1% | -3.5% | -3.3% |
| YTD | -5.4% | +8.2% | -13.6% | -6.0% |
| 1Y | -5.0% | +10.1% | -15.1% | -5.7% |
| 3Y | +8.4% | +69.7% | -61.3% | +2.5% |
| 5Y | -32.6% | +53.4% | -86.0% | -39.3% |
| All | -32.6% | +53.2% | -85.8% | -39.3% |
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