+355.5%
UFPT vs VT
+53.4%
+302.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +6.7% | -2.3% | +9.0% | +9.9% |
| 30D | +3.6% | -5.0% | +8.6% | +9.8% |
| 3M | -2.7% | -4.9% | +2.2% | +3.0% |
| 6M | +39.1% | -1.5% | +40.6% | +42.2% |
| YTD | +36.7% | +8.5% | +28.2% | +26.9% |
| 1Y | +36.2% | +11.4% | +24.9% | +23.3% |
| 3Y | +111.5% | +70.1% | +41.4% | +29.9% |
| All | +355.5% | +53.4% | +302.1% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling