+278.2%
UVSP vs VT
+345.0%
-66.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +1.3% |
| 7D | +2.5% | -4.2% | +6.6% | +6.9% |
| 30D | -2.6% | -5.8% | +3.2% | +3.4% |
| 3M | -9.0% | -5.2% | -3.7% | -4.1% |
| 6M | +5.1% | +0.1% | +4.9% | +3.9% |
| YTD | +25.3% | +8.2% | +17.0% | +13.8% |
| 1Y | +38.7% | +10.1% | +28.6% | +23.8% |
| 3Y | +141.7% | +69.7% | +72.1% | +37.9% |
| 5Y | +55.1% | +53.4% | +1.8% | -3.2% |
| 10Y | +137.3% | +219.2% | -81.9% | -31.5% |
| All | +278.2% | +345.0% | -66.8% | -2.3% |
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