+45.8%
UST vs VT
+452.4%
-406.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -2.9% | +2.4% | -5.2% | -2.4% |
| 6M | -7.3% | +12.0% | -19.3% | -5.3% |
| YTD | -5.4% | +15.3% | -20.8% | -2.8% |
| 1Y | -4.8% | +22.6% | -27.4% | -1.0% |
| 3Y | +3.0% | +74.7% | -71.7% | +15.5% |
| 5Y | -34.0% | +66.1% | -100.1% | -27.2% |
| 10Y | -22.8% | +225.0% | -247.8% | +7.0% |
| All | +45.8% | +452.4% | -406.7% | +152.4% |
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