+6.4%
UNFI vs VT
+221.4%
-215.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | +0.6% | +1.0% | -0.4% | -0.2% |
| 30D | -4.5% | -0.2% | -4.3% | -4.4% |
| 3M | -13.0% | +4.5% | -17.5% | -16.4% |
| 6M | +23.2% | +14.1% | +9.1% | +10.2% |
| YTD | +33.4% | +14.8% | +18.7% | +18.8% |
| 1Y | +56.1% | +21.2% | +34.9% | +32.9% |
| 3Y | +144.2% | +76.6% | +67.6% | +56.5% |
| 5Y | +22.9% | +66.6% | -43.7% | -18.2% |
| 10Y | +6.4% | +222.3% | -215.9% | -49.0% |
| All | +6.4% | +221.4% | -215.0% | -49.0% |
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