+45.3%
UYM vs VT
+346.0%
-300.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -2.1% |
| 7D | -3.2% | -2.3% | -0.9% | +1.8% |
| 30D | +11.7% | -5.0% | +16.7% | +24.2% |
| 3M | -1.7% | -4.9% | +3.2% | +9.2% |
| 6M | -4.6% | -1.5% | -3.1% | -2.0% |
| YTD | +24.5% | +8.5% | +16.0% | +3.7% |
| 1Y | +42.4% | +11.4% | +31.0% | +12.1% |
| 3Y | +48.7% | +70.1% | -21.3% | -52.4% |
| 5Y | +19.8% | +53.7% | -33.9% | -48.4% |
| 10Y | +214.2% | +220.0% | -5.7% | -66.5% |
| All | +45.3% | +346.0% | -300.7% | -88.1% |
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