+209.4%
UVE vs VT
+221.8%
-12.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +3.9% | +2.4% | +1.5% | +1.9% |
| 30D | +4.0% | -1.5% | +5.5% | +5.0% |
| 3M | +14.6% | -4.1% | +18.7% | +18.0% |
| 6M | +24.5% | +0.6% | +23.9% | +22.2% |
| YTD | +45.5% | +11.0% | +34.4% | +30.7% |
| 1Y | +43.3% | +13.3% | +29.9% | +26.4% |
| 3Y | +234.2% | +73.4% | +160.8% | +100.7% |
| 5Y | +283.8% | +57.4% | +226.3% | +150.5% |
| All | +209.4% | +221.8% | -12.4% | +1.2% |
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