+36.7%
UUP vs VT
+221.8%
-185.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | +1.3% | +2.4% | -1.1% | +1.5% |
| 30D | +1.3% | -1.5% | +2.8% | +1.2% |
| 3M | +4.7% | -4.1% | +8.8% | +4.3% |
| 6M | +7.2% | +0.6% | +6.7% | +7.3% |
| YTD | +9.1% | +11.0% | -1.9% | +10.3% |
| 1Y | +8.7% | +13.3% | -4.7% | +10.0% |
| 3Y | +13.8% | +73.4% | -59.6% | +19.7% |
| 5Y | +34.2% | +57.4% | -23.2% | +41.9% |
| All | +36.7% | +221.8% | -185.1% | +47.6% |
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 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