-71.0%
UWMC vs VT
+74.0%
-145.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | -17.1% | +2.4% | -19.5% | -19.5% |
| 30D | +24.8% | -1.5% | +26.3% | +26.9% |
| 3M | -22.7% | -4.1% | -18.6% | -18.4% |
| 6M | -57.5% | +0.6% | -58.0% | -57.6% |
| YTD | -69.1% | +11.0% | -80.1% | -72.8% |
| 1Y | -73.1% | +13.3% | -86.4% | -76.9% |
| 3Y | -71.0% | +73.4% | -144.4% | -88.4% |
| All | -71.0% | +74.0% | -145.0% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling