+66.9%
UFCS vs VT
+215.5%
-148.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -16.0% | -2.3% | -13.7% | -14.4% |
| 30D | -13.3% | -5.0% | -8.3% | -9.5% |
| 3M | -12.8% | -4.9% | -7.9% | -9.2% |
| 6M | +11.9% | -1.5% | +13.4% | +11.9% |
| YTD | +32.4% | +8.5% | +23.9% | +20.1% |
| 1Y | +37.5% | +11.4% | +26.1% | +21.4% |
| 3Y | +155.7% | +70.1% | +85.7% | +48.2% |
| 5Y | +139.6% | +53.7% | +85.9% | +52.3% |
| All | +66.9% | +215.5% | -148.6% | -44.0% |
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