-35.0%
UGP vs VT
+215.5%
-250.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | -6.7% | -2.3% | -4.4% | -4.0% |
| 30D | -30.0% | -5.0% | -25.0% | -25.4% |
| 3M | -12.4% | -4.9% | -7.5% | -7.1% |
| 6M | -6.8% | -1.5% | -5.3% | -6.3% |
| YTD | +48.0% | +8.5% | +39.5% | +29.7% |
| 1Y | +35.1% | +11.4% | +23.8% | +14.2% |
| 3Y | +33.2% | +70.1% | -36.8% | -40.9% |
| 5Y | +173.9% | +53.7% | +120.2% | +40.9% |
| All | -35.0% | +215.5% | -250.6% | -88.9% |
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