+116.4%
UVV vs VT
+346.0%
-229.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.1% |
| 7D | -4.9% | -2.3% | -2.6% | -3.7% |
| 30D | -6.2% | -5.0% | -1.2% | -3.5% |
| 3M | -21.4% | -4.9% | -16.6% | -19.3% |
| 6M | -24.2% | -1.5% | -22.7% | -24.2% |
| YTD | -20.2% | +8.5% | -28.6% | -25.0% |
| 1Y | -23.2% | +11.4% | -34.6% | -29.2% |
| 3Y | -7.4% | +70.1% | -77.5% | -35.2% |
| 5Y | +6.4% | +53.7% | -47.3% | -21.6% |
| 10Y | +29.8% | +220.0% | -190.2% | -41.8% |
| All | +116.4% | +346.0% | -229.6% | -23.0% |
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