+64.2%
UFO vs VT
+135.2%
-71.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -0.6% |
| 7D | -10.8% | -4.2% | -6.6% | -6.1% |
| 30D | -16.1% | -5.8% | -10.3% | -9.7% |
| 3M | -20.1% | -5.2% | -14.9% | -14.5% |
| 6M | -26.6% | +0.1% | -26.7% | -26.0% |
| YTD | -3.6% | +8.2% | -11.8% | -11.0% |
| 1Y | +4.1% | +10.1% | -6.1% | -5.6% |
| 3Y | +132.3% | +69.7% | +62.6% | +31.1% |
| 5Y | +29.2% | +53.4% | -24.2% | -18.0% |
| All | +64.2% | +135.2% | -71.0% | -32.9% |
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