+63.3%
UL vs VIG
+247.5%
-184.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -4.1% | -2.2% | -1.8% | -2.7% |
| 30D | -1.2% | -3.2% | +2.0% | +0.8% |
| 3M | +6.0% | +3.0% | +2.9% | +4.1% |
| 6M | -5.5% | +8.1% | -13.6% | -9.9% |
| YTD | -3.3% | +9.1% | -12.4% | -8.3% |
| 1Y | -9.8% | +12.6% | -22.4% | -16.2% |
| 3Y | +20.1% | +55.4% | -35.2% | -10.1% |
| 5Y | +19.2% | +62.8% | -43.6% | -14.2% |
| All | +63.3% | +247.5% | -184.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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