+288.1%
UTES vs VT
+253.4%
+34.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +2.0% |
| 30D | +8.1% | -2.5% | +10.6% | +9.8% |
| 3M | -1.9% | -1.3% | -0.6% | -1.1% |
| 6M | -7.3% | +3.1% | -10.4% | -9.2% |
| YTD | -1.5% | +10.9% | -12.5% | -7.7% |
| 1Y | -7.4% | +12.1% | -19.4% | -13.7% |
| 3Y | +86.0% | +73.9% | +12.1% | +34.2% |
| 5Y | +91.2% | +58.0% | +33.2% | +43.8% |
| 10Y | +223.1% | +225.5% | -2.4% | +71.0% |
| All | +288.1% | +253.4% | +34.7% | +104.8% |
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 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