+369.8%
UTF vs VT
+356.1%
+13.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +0.8% | -1.6% | +2.4% | +2.2% |
| 30D | +5.2% | -2.5% | +7.7% | +7.3% |
| 3M | -3.3% | -1.3% | -2.0% | -2.3% |
| 6M | +0.8% | +3.1% | -2.3% | -2.4% |
| YTD | +16.0% | +10.9% | +5.0% | +5.3% |
| 1Y | +19.1% | +12.1% | +7.0% | +7.1% |
| 3Y | +55.7% | +73.9% | -18.2% | -5.6% |
| 5Y | +34.5% | +58.0% | -23.5% | -12.3% |
| 10Y | +196.3% | +225.5% | -29.2% | +4.2% |
| All | +369.8% | +356.1% | +13.7% | +6.7% |
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