-99.9%
UXIN vs VT
+144.1%
-244.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +7.7% |
| 7D | -9.0% | -2.3% | -6.7% | -4.8% |
| 30D | -33.1% | -5.0% | -28.1% | -27.2% |
| 3M | -19.8% | -4.9% | -14.9% | -12.9% |
| 6M | -72.0% | -1.5% | -70.4% | -70.8% |
| YTD | -76.0% | +8.5% | -84.4% | -77.9% |
| 1Y | -73.8% | +11.4% | -85.2% | -76.6% |
| 3Y | -93.5% | +70.1% | -163.6% | -96.7% |
| 5Y | -99.6% | +53.7% | -153.4% | -99.8% |
| All | -99.9% | +144.1% | -244.0% | -100.0% |
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 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