+73.5%
UFCS vs VT
+224.5%
-150.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | +0.4% | +3.6% | +3.7% |
| 30D | +3.4% | +1.0% | +2.4% | +2.4% |
| 3M | +28.9% | +2.4% | +26.5% | +25.1% |
| 6M | +44.5% | +12.0% | +32.5% | +28.5% |
| YTD | +55.3% | +15.3% | +39.9% | +33.8% |
| 1Y | +78.3% | +22.6% | +55.7% | +44.5% |
| 3Y | +196.7% | +74.7% | +122.0% | +68.7% |
| 5Y | +149.0% | +66.1% | +82.9% | +47.4% |
| All | +73.5% | +224.5% | -150.9% | -49.6% |
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