+279.8%
UVSP vs VT
+346.0%
-66.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +4.6% |
| 30D | -1.0% | -5.0% | +3.9% | +4.1% |
| 3M | -7.5% | -4.9% | -2.6% | -3.0% |
| 6M | +4.9% | -1.5% | +6.5% | +5.6% |
| YTD | +25.8% | +8.5% | +17.3% | +14.1% |
| 1Y | +39.9% | +11.4% | +28.6% | +23.4% |
| 3Y | +147.5% | +70.1% | +77.4% | +40.8% |
| 5Y | +55.8% | +53.7% | +2.1% | -3.1% |
| 10Y | +138.3% | +220.0% | -81.6% | -31.4% |
| All | +279.8% | +346.0% | -66.2% | -2.2% |
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 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