+137.3%
UVSP vs VT
+215.5%
-78.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +4.5% |
| 30D | -1.0% | -5.0% | +3.9% | +3.8% |
| 3M | -7.5% | -4.9% | -2.6% | -3.2% |
| 6M | +4.9% | -1.5% | +6.5% | +5.6% |
| YTD | +25.8% | +8.5% | +17.3% | +14.5% |
| 1Y | +39.9% | +11.4% | +28.6% | +24.1% |
| 3Y | +147.5% | +70.1% | +77.4% | +44.2% |
| 5Y | +55.8% | +53.7% | +2.1% | +0.2% |
| All | +137.3% | +215.5% | -78.2% | -25.5% |
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