+21.3%
UVV vs VT
+221.8%
-200.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | +2.4% | -6.5% | -5.4% |
| 30D | -7.2% | -1.5% | -5.7% | -6.7% |
| 3M | -14.2% | -4.1% | -10.1% | -12.6% |
| 6M | -27.2% | +0.6% | -27.8% | -28.0% |
| YTD | -23.5% | +11.0% | -34.5% | -28.6% |
| 1Y | -23.7% | +13.3% | -37.1% | -29.7% |
| 3Y | -12.6% | +73.4% | -86.0% | -38.0% |
| 5Y | +4.6% | +57.4% | -52.8% | -22.1% |
| All | +21.3% | +221.8% | -200.4% | -46.1% |
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