+227.8%
UFOX vs VT
+148.3%
+79.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.3% |
| 30D | -14.4% | -3.1% | -11.4% | -10.8% |
| 3M | -12.4% | -3.5% | -8.9% | -8.0% |
| 6M | -18.0% | +0.5% | -18.5% | -17.2% |
| YTD | +17.4% | +10.8% | +6.6% | +6.0% |
| 1Y | +12.7% | +11.9% | +0.9% | +0.8% |
| 3Y | +141.1% | +73.0% | +68.1% | +34.9% |
| 5Y | +97.5% | +58.6% | +38.9% | +22.0% |
| All | +227.8% | +148.3% | +79.5% | +28.7% |
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