+201.5%
UYM vs VT
+222.7%
-21.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -1.2% |
| 7D | -6.2% | -0.1% | -6.0% | -5.9% |
| 30D | -7.5% | -0.7% | -6.8% | -6.2% |
| 3M | +0.5% | +4.0% | -3.4% | -7.6% |
| 6M | +2.4% | +12.3% | -9.9% | -20.0% |
| YTD | +22.0% | +14.0% | +8.0% | -7.5% |
| 1Y | +21.9% | +20.3% | +1.6% | -17.4% |
| 3Y | +33.3% | +75.4% | -42.1% | -58.5% |
| 5Y | +31.3% | +66.0% | -34.7% | -50.3% |
| 10Y | +201.5% | +228.2% | -26.7% | -65.8% |
| All | +201.5% | +222.7% | -21.1% | -65.8% |
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 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