-7.7%
UFI vs VT
+374.2%
-381.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.6% | +0.4% | -5.0% | -5.1% |
| 30D | +7.7% | +1.0% | +6.7% | +6.4% |
| 3M | +70.7% | +2.4% | +68.4% | +65.9% |
| 6M | +79.8% | +12.0% | +67.8% | +57.9% |
| YTD | +103.4% | +15.3% | +88.1% | +72.9% |
| 1Y | +61.1% | +22.6% | +38.5% | +27.4% |
| 3Y | +0.3% | +74.7% | -74.4% | -48.0% |
| 5Y | -70.5% | +66.1% | -136.6% | -83.7% |
| 10Y | -73.2% | +225.0% | -298.2% | -93.0% |
| All | -7.7% | +374.2% | -381.8% | -86.2% |
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 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