+2,721.6%
UL vs VFC
+1,360.5%
+1,361.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | +4.5% | +30.7% | -26.2% | -0.2% |
| 3M | +5.5% | +40.6% | -35.2% | -0.6% |
| 6M | +17.0% | +16.5% | +0.5% | +13.2% |
| YTD | +3.2% | +16.2% | -13.0% | -0.7% |
| 1Y | -1.9% | +42.4% | -44.3% | -8.9% |
| 3Y | +33.6% | +48.1% | -14.5% | +12.3% |
| 5Y | +31.5% | -67.8% | +99.3% | +47.2% |
| 10Y | +103.9% | -48.5% | +152.4% | +93.4% |
| All | +2,721.6% | +1,360.5% | +1,361.1% | +1,324.5% |
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 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