+65.6%
UFCS vs VT
+214.8%
-149.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.3% |
| 7D | -16.9% | -4.2% | -12.7% | -13.9% |
| 30D | -13.7% | -5.8% | -7.9% | -9.2% |
| 3M | -12.6% | -5.2% | -7.3% | -8.7% |
| 6M | +19.8% | +0.1% | +19.7% | +18.0% |
| YTD | +31.3% | +8.2% | +23.1% | +19.4% |
| 1Y | +35.3% | +10.1% | +25.2% | +20.8% |
| 3Y | +155.1% | +69.7% | +85.5% | +48.2% |
| 5Y | +137.7% | +53.4% | +84.3% | +51.4% |
| All | +65.6% | +214.8% | -149.2% | -44.3% |
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