-77.9%
UFI vs VT
+217.6%
-295.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +9.4% | -0.1% | +9.5% | +9.4% |
| 30D | +5.6% | -3.1% | +8.6% | +9.0% |
| 3M | -7.1% | -3.5% | -3.6% | -3.8% |
| 6M | +49.5% | +0.5% | +49.1% | +48.4% |
| YTD | +83.7% | +10.8% | +72.9% | +64.7% |
| 1Y | +77.1% | +11.9% | +65.2% | +57.0% |
| 3Y | -3.2% | +73.0% | -76.1% | -47.6% |
| 5Y | -73.6% | +58.6% | -132.2% | -84.2% |
| 10Y | -77.9% | +219.2% | -297.1% | -94.0% |
| All | -77.9% | +217.6% | -295.5% | -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 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