+272.4%
UTMD vs VT
+345.0%
-72.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.2% |
| 7D | +6.3% | -4.2% | +10.5% | +8.2% |
| 30D | -3.8% | -5.8% | +2.0% | -1.5% |
| 3M | +0.2% | -5.2% | +5.4% | +2.3% |
| 6M | +10.5% | +0.1% | +10.4% | +10.2% |
| YTD | +28.7% | +8.2% | +20.5% | +24.1% |
| 1Y | +24.8% | +10.1% | +14.7% | +19.5% |
| 3Y | -7.2% | +69.7% | -76.8% | -25.7% |
| 5Y | -24.8% | +53.4% | -78.2% | -37.7% |
| 10Y | +43.8% | +219.2% | -175.4% | -7.2% |
| All | +272.4% | +345.0% | -72.6% | +101.7% |
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