+132.4%
UNFI vs VT
+357.6%
-225.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.9% |
| 7D | +1.5% | +0.4% | +1.2% | +1.4% |
| 30D | +6.8% | -2.6% | +9.4% | +9.0% |
| 3M | +1.0% | -3.2% | +4.2% | +3.5% |
| 6M | -9.2% | +0.9% | -10.1% | -10.4% |
| YTD | +41.1% | +11.3% | +29.8% | +29.4% |
| 1Y | +23.6% | +14.0% | +9.6% | +11.3% |
| 3Y | +212.0% | +75.8% | +136.2% | +104.5% |
| 5Y | -4.0% | +57.8% | -61.8% | -31.3% |
| 10Y | +9.6% | +219.8% | -210.2% | -52.4% |
| All | +132.4% | +357.6% | -225.3% | -16.6% |
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