-76.8%
UWMC vs VT
+169.0%
-245.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | +0.4% | -1.8% | -1.7% |
| 30D | -20.1% | +1.0% | -21.1% | -20.7% |
| 3M | -41.3% | +2.4% | -43.7% | -42.7% |
| 6M | -62.2% | +12.0% | -74.2% | -66.3% |
| YTD | -63.9% | +15.3% | -79.3% | -68.9% |
| 1Y | -72.2% | +22.6% | -94.8% | -77.4% |
| 3Y | -68.2% | +74.7% | -142.9% | -81.6% |
| 5Y | -70.1% | +66.1% | -136.3% | -83.2% |
| All | -76.8% | +169.0% | -245.7% | -87.0% |
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