-16.0%
UWM vs VT
+53.2%
-69.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | +0.7% |
| 7D | -9.3% | -4.2% | -5.1% | +0.8% |
| 30D | -8.0% | -5.8% | -2.2% | +6.6% |
| 3M | -19.6% | -5.2% | -14.3% | -8.1% |
| 6M | -11.0% | +0.1% | -11.1% | -10.6% |
| YTD | +14.1% | +8.2% | +5.9% | -4.2% |
| 1Y | +14.7% | +10.1% | +4.6% | -7.2% |
| 3Y | +88.9% | +69.7% | +19.2% | -41.3% |
| 5Y | -16.0% | +53.4% | -69.4% | -61.3% |
| All | -16.0% | +53.2% | -69.2% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling