+279.6%
UTMD vs VT
+363.9%
-84.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.7% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -1.2% | -1.4% | +0.2% | -0.7% |
| 3M | +0.6% | -1.4% | +2.0% | +1.1% |
| 6M | +13.0% | +5.5% | +7.5% | +10.3% |
| YTD | +31.2% | +12.8% | +18.4% | +24.4% |
| 1Y | +26.7% | +15.4% | +11.3% | +19.0% |
| 3Y | -5.4% | +76.9% | -82.2% | -25.5% |
| 5Y | -21.3% | +60.4% | -81.7% | -36.0% |
| 10Y | +46.6% | +232.8% | -186.1% | -7.0% |
| All | +279.6% | +363.9% | -84.3% | +102.2% |
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