+37.7%
UFO vs VT
+53.4%
-15.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.5% |
| 7D | -3.1% | -2.3% | -0.7% | -0.1% |
| 30D | -9.4% | -5.0% | -4.4% | -3.0% |
| 3M | -16.3% | -4.9% | -11.4% | -10.4% |
| 6M | -25.9% | -1.5% | -24.3% | -23.6% |
| YTD | +1.1% | +8.5% | -7.4% | -7.6% |
| 1Y | +14.9% | +11.4% | +3.5% | +1.9% |
| 3Y | +156.8% | +70.1% | +86.8% | +41.3% |
| All | +37.7% | +53.4% | -15.7% | -14.3% |
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 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