+213.2%
UTES vs VT
+215.5%
-2.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | -2.0% | -2.3% | +0.3% | -0.6% |
| 30D | -1.7% | -5.0% | +3.2% | +1.5% |
| 3M | -0.7% | -4.9% | +4.2% | +2.5% |
| 6M | -9.7% | -1.5% | -8.2% | -9.0% |
| YTD | -3.8% | +8.5% | -12.3% | -9.1% |
| 1Y | -7.4% | +11.4% | -18.8% | -14.0% |
| 3Y | +82.0% | +70.1% | +11.9% | +29.6% |
| 5Y | +85.7% | +53.7% | +31.9% | +38.9% |
| All | +213.2% | +215.5% | -2.3% | +38.0% |
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