-2.9%
UTEN vs VT
+84.4%
-87.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | +0.7% | -1.5% | +2.2% | +0.8% |
| 3M | -2.8% | -4.1% | +1.4% | -2.4% |
| 6M | -2.9% | +0.6% | -3.5% | -3.0% |
| YTD | -3.7% | +11.0% | -14.8% | -4.7% |
| 1Y | -3.7% | +13.3% | -17.0% | -4.8% |
| 3Y | +8.8% | +73.4% | -64.6% | +2.0% |
| All | -2.9% | +84.4% | -87.3% | -10.8% |
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 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