-93.1%
UFG vs VT
+36.7%
-129.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -10.1% | +2.4% | -12.5% | -11.2% |
| 30D | -23.2% | -1.5% | -21.7% | -22.4% |
| 3M | -49.3% | -4.1% | -45.1% | -48.1% |
| 6M | -64.5% | +0.6% | -65.1% | -64.4% |
| YTD | -59.6% | +11.0% | -70.6% | -61.3% |
| 1Y | -73.3% | +13.3% | -86.6% | -74.5% |
| All | -93.1% | +36.7% | -129.8% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling