+333.3%
UTL vs VT
+345.0%
-11.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.8% |
| 7D | +2.9% | -4.2% | +7.0% | +4.7% |
| 30D | +10.6% | -5.8% | +16.4% | +13.3% |
| 3M | +6.7% | -5.2% | +11.9% | +9.0% |
| 6M | +14.3% | +0.1% | +14.2% | +13.7% |
| YTD | +20.1% | +8.2% | +11.9% | +15.2% |
| 1Y | +22.4% | +10.1% | +12.2% | +16.4% |
| 3Y | +32.1% | +69.7% | -37.6% | +3.2% |
| 5Y | +53.7% | +53.4% | +0.3% | +24.2% |
| 10Y | +89.2% | +219.2% | -130.0% | +13.8% |
| All | +333.3% | +345.0% | -11.7% | +109.6% |
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