+498.7%
UTG vs VT
+363.9%
+134.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -2.5% | -1.4% | -1.0% | -1.4% |
| 3M | -10.6% | -1.4% | -9.2% | -9.6% |
| 6M | -18.1% | +5.5% | -23.5% | -21.3% |
| YTD | -2.0% | +12.8% | -14.9% | -10.7% |
| 1Y | -4.1% | +15.4% | -19.5% | -13.9% |
| 3Y | +63.6% | +76.9% | -13.3% | +5.7% |
| 5Y | +45.9% | +60.4% | -14.5% | +0.2% |
| 10Y | +141.5% | +232.8% | -91.2% | -4.1% |
| All | +498.7% | +363.9% | +134.8% | +54.7% |
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