+160.8%
UFPI vs VT
+221.4%
-60.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +0.9% | +1.0% | -0.1% | -0.3% |
| 30D | -11.1% | -0.2% | -10.9% | -10.9% |
| 3M | +3.1% | +4.5% | -1.4% | -2.4% |
| 6M | -10.6% | +14.1% | -24.7% | -24.1% |
| YTD | -7.5% | +14.8% | -22.2% | -22.1% |
| 1Y | -17.6% | +21.2% | -38.8% | -35.3% |
| 3Y | -14.6% | +76.6% | -91.2% | -57.8% |
| 5Y | +23.4% | +66.6% | -43.2% | -33.9% |
| 10Y | +160.8% | +222.3% | -61.5% | -42.6% |
| All | +160.8% | +221.4% | -60.7% | -42.6% |
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