+33.0%
UVV vs VT
+221.4%
-188.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.0% | +1.0% | -2.0% | -1.5% |
| 30D | -10.1% | -0.2% | -9.9% | -10.0% |
| 3M | -12.0% | +4.5% | -16.5% | -14.3% |
| 6M | -10.9% | +14.1% | -25.0% | -17.7% |
| YTD | -9.2% | +14.8% | -24.0% | -16.5% |
| 1Y | -12.4% | +21.2% | -33.6% | -22.2% |
| 3Y | +18.0% | +76.6% | -58.6% | -17.0% |
| 5Y | +22.8% | +66.6% | -43.8% | -11.5% |
| 10Y | +33.0% | +222.3% | -189.2% | -43.6% |
| All | +33.0% | +221.4% | -188.4% | -43.6% |
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