+160.1%
UGP vs VT
+374.2%
-214.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +12.9% | +0.4% | +12.4% | +12.2% |
| 30D | +19.7% | +1.0% | +18.8% | +18.3% |
| 3M | +52.7% | +2.4% | +50.3% | +47.6% |
| 6M | +52.0% | +12.0% | +40.0% | +31.5% |
| YTD | +98.8% | +15.3% | +83.5% | +66.1% |
| 1Y | +106.5% | +22.6% | +83.9% | +60.2% |
| 3Y | +114.5% | +74.7% | +39.8% | +5.9% |
| 5Y | +195.4% | +66.1% | +129.2% | +53.3% |
| 10Y | -15.2% | +225.0% | -240.2% | -78.0% |
| All | +160.1% | +374.2% | -214.1% | -58.4% |
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