-1.9%
UZE vs VT
+96.6%
-98.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +1.4% | -0.7% | +2.1% | +1.7% |
| 3M | +0.2% | +4.0% | -3.8% | -1.8% |
| 6M | -6.7% | +12.3% | -19.0% | -12.1% |
| YTD | -1.7% | +14.0% | -15.8% | -8.2% |
| 1Y | -5.3% | +20.3% | -25.6% | -14.0% |
| 3Y | +25.2% | +75.4% | -50.2% | -8.9% |
| 5Y | -10.8% | +66.0% | -76.7% | -36.0% |
| All | -1.9% | +96.6% | -98.4% | -32.0% |
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