+54.9%
UTL vs VT
+53.4%
+1.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.6% | -2.3% | +4.0% | +2.3% |
| 30D | +8.9% | -5.0% | +13.9% | +10.5% |
| 3M | +5.7% | -4.9% | +10.6% | +7.3% |
| 6M | +16.5% | -1.5% | +18.0% | +16.6% |
| YTD | +19.6% | +8.5% | +11.1% | +15.4% |
| 1Y | +23.0% | +11.4% | +11.6% | +17.3% |
| 3Y | +31.6% | +70.1% | -38.5% | +5.2% |
| All | +54.9% | +53.4% | +1.5% | +24.0% |
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