+2,796.6%
UFPT vs VT
+374.2%
+2,422.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | -10.3% | +1.0% | -11.3% | -11.0% |
| 3M | +28.6% | +2.4% | +26.3% | +26.5% |
| 6M | +41.6% | +12.0% | +29.6% | +30.3% |
| YTD | +30.1% | +15.3% | +14.7% | +17.1% |
| 1Y | +38.3% | +22.6% | +15.7% | +19.0% |
| 3Y | +64.6% | +74.7% | -10.0% | +10.4% |
| 5Y | +317.7% | +66.1% | +251.6% | +190.1% |
| 10Y | +1,043.7% | +225.0% | +818.7% | +396.3% |
| All | +2,796.6% | +374.2% | +2,422.4% | +1,022.7% |
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