+87.0%
UTL vs VT
+221.8%
-134.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -2.5% |
| 30D | +4.8% | -1.5% | +6.3% | +5.6% |
| 3M | +3.4% | -4.1% | +7.5% | +5.7% |
| 6M | +11.5% | +0.6% | +10.9% | +10.3% |
| YTD | +18.3% | +11.0% | +7.3% | +9.5% |
| 1Y | +20.7% | +13.3% | +7.4% | +10.2% |
| 3Y | +29.7% | +73.4% | -43.7% | -12.2% |
| 5Y | +54.6% | +57.4% | -2.8% | +10.8% |
| All | +87.0% | +221.8% | -134.7% | -31.4% |
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