+28.4%
UGI vs VT
+224.4%
-195.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -1.5% | -0.7% | -0.9% | -1.1% |
| 30D | -0.5% | -1.7% | +1.3% | +0.8% |
| 3M | +7.8% | -2.3% | +10.1% | +9.4% |
| 6M | +18.0% | +1.5% | +16.5% | +15.5% |
| YTD | +3.4% | +12.0% | -8.7% | -7.3% |
| 1Y | +13.0% | +12.9% | +0.1% | +0.6% |
| 3Y | +111.5% | +74.9% | +36.6% | +26.3% |
| 5Y | +5.1% | +59.9% | -54.9% | -32.2% |
| 10Y | +28.4% | +224.6% | -196.2% | -58.1% |
| All | +28.4% | +224.4% | -195.9% | -58.1% |
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