+151.9%
UVE vs VT
+221.4%
-69.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.4% |
| 30D | -0.6% | -0.2% | -0.3% | -0.4% |
| 3M | +20.5% | +4.5% | +15.9% | +15.5% |
| 6M | +25.7% | +14.1% | +11.7% | +11.4% |
| YTD | +31.5% | +14.8% | +16.7% | +15.5% |
| 1Y | +80.3% | +21.2% | +59.1% | +51.0% |
| 3Y | +290.0% | +76.6% | +213.4% | +131.9% |
| 5Y | +300.8% | +66.6% | +234.2% | +149.6% |
| 10Y | +151.9% | +222.3% | -70.4% | -19.4% |
| All | +151.9% | +221.4% | -69.5% | -19.4% |
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