+98.7%
UGP vs VT
+345.0%
-246.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +4.2% |
| 7D | -6.9% | -4.2% | -2.7% | -2.2% |
| 30D | -28.2% | -5.8% | -22.4% | -23.2% |
| 3M | -8.5% | -5.2% | -3.3% | -3.1% |
| 6M | -4.4% | +0.1% | -4.6% | -5.8% |
| YTD | +51.9% | +8.2% | +43.6% | +36.1% |
| 1Y | +40.0% | +10.1% | +29.9% | +22.9% |
| 3Y | +39.2% | +69.7% | -30.4% | -29.4% |
| 5Y | +181.0% | +53.4% | +127.6% | +59.5% |
| 10Y | -32.1% | +219.2% | -251.4% | -82.1% |
| All | +98.7% | +345.0% | -246.3% | -65.9% |
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 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