+35.1%
UYM vs VT
+66.2%
-31.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.7% | +0.4% | -3.1% | -3.5% |
| 30D | -1.5% | +1.0% | -2.5% | -3.3% |
| 3M | +1.6% | +2.4% | -0.8% | -3.2% |
| 6M | -0.9% | +12.0% | -12.9% | -20.9% |
| YTD | +27.5% | +15.3% | +12.2% | -3.8% |
| 1Y | +25.1% | +22.6% | +2.5% | -16.5% |
| 3Y | +31.9% | +74.7% | -42.8% | -56.0% |
| All | +35.1% | +66.2% | -31.1% | -47.8% |
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