+165.4%
UWM vs VT
+223.7%
-58.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +0.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | +1.6% | -2.6% | +4.2% | +8.6% |
| 3M | -13.7% | -3.2% | -10.4% | -6.2% |
| 6M | -4.4% | +0.9% | -5.3% | -5.5% |
| YTD | +23.8% | +11.3% | +12.5% | -2.0% |
| 1Y | +27.8% | +14.0% | +13.8% | -3.9% |
| 3Y | +123.4% | +75.8% | +47.6% | -33.9% |
| 5Y | -8.3% | +57.8% | -66.1% | -60.8% |
| 10Y | +165.4% | +219.8% | -54.4% | -68.6% |
| All | +165.4% | +223.7% | -58.3% | -68.6% |
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