+177.7%
UWM vs VT
+229.8%
-52.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -1.4% |
| 7D | -4.9% | -1.1% | -3.8% | -2.4% |
| 30D | -9.5% | -1.0% | -8.5% | -7.3% |
| 3M | -2.4% | +3.2% | -5.6% | -9.3% |
| 6M | +26.0% | +12.5% | +13.5% | -3.6% |
| YTD | +30.6% | +14.1% | +16.6% | -2.7% |
| 1Y | +34.6% | +18.9% | +15.7% | -8.3% |
| 3Y | +91.9% | +74.1% | +17.8% | -41.8% |
| 5Y | +14.4% | +66.9% | -52.5% | -57.1% |
| All | +177.7% | +229.8% | -52.1% | -70.3% |
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