+88.0%
UTES vs VT
+66.2%
+21.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +0.2% | +1.0% | -0.8% | -0.4% |
| 3M | -3.3% | +2.4% | -5.6% | -4.9% |
| 6M | -8.2% | +12.0% | -20.2% | -15.0% |
| YTD | -2.9% | +15.3% | -18.2% | -11.9% |
| 1Y | -2.0% | +22.6% | -24.6% | -14.6% |
| 3Y | +82.4% | +74.7% | +7.7% | +27.8% |
| All | +88.0% | +66.2% | +21.8% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling