+202.0%
UYM vs VT
+223.7%
-21.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | -1.8% |
| 7D | -2.8% | +0.4% | -3.2% | -3.6% |
| 30D | +14.0% | -2.6% | +16.6% | +20.0% |
| 3M | -1.1% | -3.2% | +2.2% | +5.6% |
| 6M | +2.2% | +0.9% | +1.3% | -0.4% |
| YTD | +29.0% | +11.3% | +17.7% | +2.5% |
| 1Y | +44.4% | +14.0% | +30.4% | +9.1% |
| 3Y | +62.0% | +75.8% | -13.9% | -50.4% |
| 5Y | +20.5% | +57.8% | -37.4% | -49.7% |
| 10Y | +202.0% | +219.8% | -17.8% | -65.3% |
| All | +202.0% | +223.7% | -21.7% | -65.3% |
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