+2,943.8%
UFPT vs VT
+346.0%
+2,597.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +6.7% | -2.3% | +9.0% | +9.0% |
| 30D | +3.6% | -5.0% | +8.6% | +8.1% |
| 3M | -2.7% | -4.9% | +2.2% | +1.4% |
| 6M | +39.1% | -1.5% | +40.6% | +41.4% |
| YTD | +36.7% | +8.5% | +28.2% | +29.5% |
| 1Y | +36.2% | +11.4% | +24.9% | +26.6% |
| 3Y | +111.5% | +70.1% | +41.4% | +45.5% |
| 5Y | +360.6% | +53.7% | +306.8% | +240.3% |
| 10Y | +1,121.2% | +220.0% | +901.2% | +440.1% |
| All | +2,943.8% | +346.0% | +2,597.8% | +1,140.7% |
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