+268.7%
UYG vs VT
+374.2%
-105.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.2% | +0.4% | -0.6% | -1.1% |
| 30D | -0.4% | +1.0% | -1.4% | -2.6% |
| 3M | +22.5% | +2.4% | +20.2% | +14.7% |
| 6M | +24.6% | +12.0% | +12.6% | -5.1% |
| YTD | +8.3% | +15.3% | -7.1% | -22.7% |
| 1Y | +10.1% | +22.6% | -12.4% | -31.5% |
| 3Y | +135.4% | +74.7% | +60.7% | -32.2% |
| 5Y | +77.9% | +66.1% | +11.8% | -39.2% |
| 10Y | +389.4% | +225.0% | +164.4% | -54.1% |
| All | +268.7% | +374.2% | -105.5% | -60.5% |
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