+2,653.9%
UL vs VFC
+845.1%
+1,808.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +0.5% | -11.6% | +12.1% | +2.5% |
| 3M | +17.6% | -18.1% | +35.7% | +21.0% |
| 6M | -5.4% | -27.4% | +22.0% | -1.0% |
| YTD | +0.7% | -24.8% | +25.5% | +4.5% |
| 1Y | -9.3% | -8.2% | -1.0% | -9.6% |
| 3Y | +24.5% | -29.1% | +53.6% | +18.8% |
| 5Y | +23.2% | -79.2% | +102.4% | +48.3% |
| 10Y | +64.5% | -68.1% | +132.6% | +69.6% |
| All | +2,653.9% | +845.1% | +1,808.7% | +1,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling