+44.6%
UST vs VT
+440.4%
-395.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +6.6% | -1.4% | +8.0% | +6.3% |
| 3M | -2.4% | -1.4% | -1.0% | -2.7% |
| 6M | -3.9% | +5.5% | -9.4% | -2.9% |
| YTD | -6.2% | +12.8% | -19.0% | -4.0% |
| 1Y | -6.7% | +15.4% | -22.1% | -4.1% |
| 3Y | +7.5% | +76.9% | -69.4% | +20.9% |
| 5Y | -32.4% | +60.4% | -92.8% | -26.0% |
| 10Y | -22.2% | +232.8% | -255.0% | +8.9% |
| All | +44.6% | +440.4% | -395.8% | +149.5% |
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