+942.3%
UFPT vs VT
+221.4%
+720.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | -4.4% | +1.0% | -5.4% | -5.3% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | +24.0% | +4.5% | +19.5% | +19.3% |
| 6M | +34.6% | +14.1% | +20.5% | +19.6% |
| YTD | +26.7% | +14.8% | +11.9% | +12.0% |
| 1Y | +36.6% | +21.2% | +15.5% | +14.9% |
| 3Y | +74.6% | +76.6% | -1.9% | +6.8% |
| 5Y | +332.6% | +66.6% | +266.0% | +177.7% |
| 10Y | +942.3% | +222.3% | +720.0% | +251.3% |
| All | +942.3% | +221.4% | +720.9% | +251.3% |
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 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