+27.9%
UTSL vs VT
+53.2%
-25.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.3% |
| 7D | +1.0% | -4.2% | +5.1% | +6.8% |
| 30D | +15.0% | -5.8% | +20.8% | +24.3% |
| 3M | -4.5% | -5.2% | +0.7% | +2.4% |
| 6M | -22.6% | +0.1% | -22.8% | -24.4% |
| YTD | -4.8% | +8.2% | -13.0% | -17.6% |
| 1Y | -15.6% | +10.1% | -25.7% | -28.9% |
| 3Y | +102.4% | +69.7% | +32.7% | -14.2% |
| 5Y | +27.9% | +53.4% | -25.5% | -40.8% |
| All | +27.9% | +53.2% | -25.3% | -40.8% |
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