-75.1%
UFI vs VT
+221.4%
-296.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.1% |
| 7D | -8.1% | +1.0% | -9.1% | -9.1% |
| 30D | -5.6% | -0.2% | -5.3% | -5.5% |
| 3M | +64.8% | +4.5% | +60.3% | +57.3% |
| 6M | +71.0% | +14.1% | +57.0% | +49.0% |
| YTD | +94.0% | +14.8% | +79.2% | +67.8% |
| 1Y | +52.6% | +21.2% | +31.4% | +24.3% |
| 3Y | -0.1% | +76.6% | -76.7% | -47.1% |
| 5Y | -67.3% | +66.6% | -133.9% | -81.4% |
| 10Y | -75.1% | +222.3% | -297.4% | -93.2% |
| All | -75.1% | +221.4% | -296.6% | -93.2% |
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