+67.7%
UL vs VFC
-69.4%
+137.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -3.2% | -2.3% | -0.9% | -3.0% |
| 30D | -0.6% | -13.4% | +12.8% | +0.9% |
| 3M | +9.4% | -23.7% | +33.1% | +12.3% |
| 6M | -4.1% | -24.5% | +20.3% | -1.7% |
| YTD | -2.0% | -27.8% | +25.9% | +0.8% |
| 1Y | -9.0% | -13.5% | +4.5% | -8.4% |
| 3Y | +21.8% | -27.1% | +48.9% | +18.0% |
| 5Y | +20.6% | -79.0% | +99.6% | +45.2% |
| 10Y | +67.7% | -68.7% | +136.5% | +66.5% |
| All | +67.7% | -69.4% | +137.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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