+80.4%
UYG vs VT
+66.2%
+14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.9% |
| 30D | -0.4% | +1.0% | -1.4% | -2.2% |
| 3M | +22.5% | +2.4% | +20.2% | +16.4% |
| 6M | +24.6% | +12.0% | +12.6% | -0.2% |
| YTD | +8.3% | +15.3% | -7.1% | -17.9% |
| 1Y | +10.1% | +22.6% | -12.4% | -25.7% |
| 3Y | +135.4% | +74.7% | +60.7% | -17.8% |
| All | +80.4% | +66.2% | +14.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling