+826.2%
UFPI vs VT
+346.0%
+480.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.9% |
| 7D | -2.4% | -2.3% | -0.1% | +0.3% |
| 30D | +4.6% | -5.0% | +9.5% | +10.7% |
| 3M | -12.6% | -4.9% | -7.7% | -7.6% |
| 6M | -4.3% | -1.5% | -2.8% | -3.0% |
| YTD | -11.1% | +8.5% | -19.6% | -19.8% |
| 1Y | -12.1% | +11.4% | -23.5% | -23.1% |
| 3Y | -18.4% | +70.1% | -88.5% | -56.3% |
| 5Y | -2.5% | +53.7% | -56.3% | -40.8% |
| 10Y | +219.6% | +220.0% | -0.4% | -13.4% |
| All | +826.2% | +346.0% | +480.2% | +89.4% |
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