+27.8%
UTL vs VT
+66.2%
-38.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +1.2% | +1.0% | +0.3% | +0.9% |
| 3M | +8.1% | +2.4% | +5.7% | +7.1% |
| 6M | +2.8% | +12.0% | -9.2% | -1.5% |
| YTD | +14.0% | +15.3% | -1.4% | +7.8% |
| 1Y | +21.6% | +22.6% | -0.9% | +12.2% |
| 3Y | +21.4% | +74.7% | -53.3% | -3.8% |
| All | +27.8% | +66.2% | -38.4% | -1.5% |
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