-18.2%
UFI vs VT
+357.6%
-375.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +5.8% |
| 7D | +8.4% | +0.4% | +8.1% | +7.9% |
| 30D | +3.6% | -2.6% | +6.2% | +6.7% |
| 3M | -12.2% | -3.2% | -9.0% | -9.1% |
| 6M | +46.7% | +0.9% | +45.8% | +44.8% |
| YTD | +80.3% | +11.3% | +69.0% | +59.3% |
| 1Y | +64.3% | +14.0% | +50.3% | +41.1% |
| 3Y | -1.1% | +75.8% | -76.9% | -49.0% |
| 5Y | -74.7% | +57.8% | -132.5% | -85.3% |
| 10Y | -77.9% | +219.8% | -297.7% | -94.2% |
| All | -18.2% | +357.6% | -375.8% | -87.3% |
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