+441.5%
UUUU vs VT
+223.7%
+217.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +5.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -26.6% | -2.6% | -24.0% | -22.4% |
| 3M | -48.3% | -3.2% | -45.1% | -44.3% |
| 6M | -65.8% | +0.9% | -66.8% | -65.0% |
| YTD | -49.7% | +11.3% | -61.0% | -55.7% |
| 1Y | -53.3% | +14.0% | -67.3% | -60.2% |
| 3Y | -7.4% | +75.8% | -83.2% | -62.3% |
| 5Y | -33.4% | +57.8% | -91.2% | -64.9% |
| 10Y | +441.5% | +219.8% | +221.7% | -5.4% |
| All | +441.5% | +223.7% | +217.8% | -5.4% |
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