+86.6%
UNF vs VT
+217.6%
-131.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | -6.9% | -0.1% | -6.7% | -6.9% |
| 30D | -8.6% | -3.1% | -5.5% | -6.4% |
| 3M | -17.5% | -3.5% | -14.0% | -15.3% |
| 6M | -5.3% | +0.5% | -5.7% | -6.5% |
| YTD | +24.1% | +10.8% | +13.4% | +12.0% |
| 1Y | +56.9% | +11.9% | +45.0% | +40.2% |
| 3Y | +46.9% | +73.0% | -26.0% | -11.6% |
| 5Y | +20.8% | +58.6% | -37.8% | -21.9% |
| 10Y | +86.6% | +219.2% | -132.6% | -32.1% |
| All | +86.6% | +217.6% | -131.0% | -32.1% |
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