+121.6%
UNF vs VT
+224.5%
-102.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -5.0% | +1.0% | -5.9% | -5.8% |
| 3M | +1.6% | +2.4% | -0.7% | -0.9% |
| 6M | +19.5% | +12.0% | +7.5% | +7.4% |
| YTD | +43.2% | +15.3% | +27.9% | +25.3% |
| 1Y | +55.0% | +22.6% | +32.4% | +28.4% |
| 3Y | +56.8% | +74.7% | -17.8% | -5.8% |
| 5Y | +24.4% | +66.1% | -41.8% | -22.4% |
| All | +121.6% | +224.5% | -102.9% | -22.1% |
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