+1,083.4%
UFPT vs VT
+222.7%
+860.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.0% |
| 7D | +2.0% | +2.9% | -0.9% | -0.6% |
| 30D | +3.9% | -2.5% | +6.5% | +6.9% |
| 3M | -5.1% | -3.3% | -1.8% | -1.7% |
| 6M | +38.7% | +1.5% | +37.1% | +37.5% |
| YTD | +37.8% | +11.4% | +26.4% | +25.8% |
| 1Y | +28.9% | +11.9% | +17.0% | +17.3% |
| 3Y | +114.4% | +73.9% | +40.5% | +34.0% |
| 5Y | +349.9% | +57.9% | +292.0% | +204.9% |
| All | +1,083.4% | +222.7% | +860.7% | +310.9% |
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 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