+76.1%
UNF vs VT
+221.8%
-145.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | +0.2% | +2.4% | -2.2% | -1.8% |
| 30D | -8.6% | -1.5% | -7.1% | -7.7% |
| 3M | -18.0% | -4.1% | -13.9% | -15.3% |
| 6M | -7.8% | +0.6% | -8.4% | -9.1% |
| YTD | +22.7% | +11.0% | +11.7% | +10.5% |
| 1Y | +49.0% | +13.3% | +35.6% | +31.7% |
| 3Y | +44.8% | +73.4% | -28.6% | -13.1% |
| 5Y | +21.6% | +57.4% | -35.8% | -20.8% |
| All | +76.1% | +221.8% | -145.7% | -39.0% |
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