+64.2%
UTZ vs VT
+156.4%
-92.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.5% |
| 7D | -0.1% | -4.2% | +4.1% | +1.5% |
| 30D | 0.0% | -5.8% | +5.8% | +2.3% |
| 3M | +1.5% | -5.2% | +6.8% | +3.5% |
| 6M | +88.1% | +0.1% | +87.9% | +87.7% |
| YTD | +40.5% | +8.2% | +32.3% | +36.3% |
| 1Y | +40.2% | +10.1% | +30.0% | +35.1% |
| 3Y | +22.6% | +69.7% | -47.1% | +0.1% |
| 5Y | -0.6% | +53.4% | -54.0% | -17.8% |
| All | +64.2% | +156.4% | -92.2% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling