+45.8%
UST vs VT
+418.4%
-372.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +1.5% |
| 30D | +6.8% | -5.8% | +12.6% | +5.7% |
| 3M | -1.7% | -5.2% | +3.5% | -2.6% |
| 6M | -3.3% | +0.1% | -3.5% | -3.2% |
| YTD | -5.4% | +8.2% | -13.6% | -3.9% |
| 1Y | -5.0% | +10.1% | -15.1% | -3.1% |
| 3Y | +8.4% | +69.7% | -61.3% | +21.1% |
| 5Y | -32.6% | +53.4% | -86.0% | -26.8% |
| 10Y | -21.6% | +219.2% | -240.8% | +9.0% |
| All | +45.8% | +418.4% | -372.6% | +149.8% |
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