+22.6%
UL vs ROIV
+280.9%
-258.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.6% |
| 7D | -2.5% | +9.2% | -11.7% | -2.9% |
| 30D | +5.7% | +19.9% | -14.2% | +4.7% |
| 3M | +7.0% | +10.6% | -3.6% | +6.3% |
| 6M | +16.1% | +36.1% | -20.0% | +14.0% |
| YTD | +3.6% | +84.3% | -80.7% | 0.0% |
| 1Y | -1.4% | +87.6% | -88.9% | -4.9% |
| 3Y | +34.1% | +353.9% | -319.9% | +23.0% |
| 5Y | +32.0% | +376.1% | -344.1% | +15.5% |
| All | +22.6% | +280.9% | -258.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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