-20.4%
UGP vs VT
+221.8%
-242.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.8% |
| 7D | +7.4% | +2.4% | +5.0% | +4.0% |
| 30D | -25.8% | -1.5% | -24.3% | -24.7% |
| 3M | -2.7% | -4.1% | +1.4% | +2.1% |
| 6M | +3.0% | +0.6% | +2.4% | +0.6% |
| YTD | +59.0% | +11.0% | +47.9% | +34.9% |
| 1Y | +46.5% | +13.3% | +33.2% | +20.8% |
| 3Y | +31.5% | +73.4% | -41.9% | -43.2% |
| 5Y | +168.3% | +57.4% | +110.8% | +33.5% |
| All | -20.4% | +221.8% | -242.2% | -86.2% |
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