-94.7%
UXRP vs VT
+19.1%
-113.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.9% |
| 7D | -13.3% | -2.3% | -11.0% | -3.9% |
| 30D | -34.7% | -5.0% | -29.8% | -16.4% |
| 3M | +6.6% | -4.9% | +11.5% | +38.5% |
| 6M | -50.5% | -1.5% | -49.0% | -44.6% |
| YTD | -77.8% | +8.5% | -86.3% | -83.2% |
| 1Y | -86.4% | +11.4% | -97.8% | -91.2% |
| All | -94.7% | +19.1% | -113.8% | -97.3% |
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 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