+466.1%
UWM vs VT
+374.2%
+91.9%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.9% |
| 30D | -3.1% | +1.0% | -4.1% | -5.0% |
| 3M | +1.2% | +2.4% | -1.2% | -3.4% |
| 6M | +23.5% | +12.0% | +11.5% | -1.6% |
| YTD | +37.4% | +15.3% | +22.1% | +3.3% |
| 1Y | +46.4% | +22.6% | +23.8% | -2.3% |
| 3Y | +88.2% | +74.7% | +13.5% | -34.9% |
| 5Y | +13.8% | +66.1% | -52.4% | -50.9% |
| 10Y | +184.4% | +225.0% | -40.7% | -58.5% |
| All | +466.1% | +374.2% | +91.9% | -35.9% |
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