+54.7%
UUP vs VT
+363.9%
-309.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.2% |
| 7D | -0.6% | -0.3% | -0.2% | -0.6% |
| 30D | -0.3% | -1.4% | +1.1% | -0.5% |
| 3M | +2.6% | -1.4% | +4.0% | +2.5% |
| 6M | +5.2% | +5.5% | -0.3% | +6.0% |
| YTD | +6.9% | +12.8% | -5.9% | +8.7% |
| 1Y | +5.5% | +15.4% | -9.9% | +7.6% |
| 3Y | +12.2% | +76.9% | -64.6% | +21.2% |
| 5Y | +32.5% | +60.4% | -27.9% | +42.5% |
| 10Y | +38.0% | +232.8% | -194.7% | +64.2% |
| All | +54.7% | +363.9% | -309.2% | +118.7% |
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