+195.7%
UFCS vs VT
+363.9%
-168.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -14.8% |
| 7D | -12.4% | -0.3% | -12.1% | -12.4% |
| 30D | -9.8% | -1.4% | -8.3% | -8.8% |
| 3M | -7.8% | -1.4% | -6.4% | -7.0% |
| 6M | +26.7% | +5.5% | +21.3% | +17.6% |
| YTD | +36.8% | +12.8% | +24.0% | +16.9% |
| 1Y | +61.6% | +15.4% | +46.2% | +34.6% |
| 3Y | +165.7% | +76.9% | +88.9% | +35.6% |
| 5Y | +153.3% | +60.4% | +92.9% | +39.6% |
| 10Y | +74.9% | +232.8% | -157.9% | -59.2% |
| All | +195.7% | +363.9% | -168.1% | -51.8% |
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