+20.6%
UL vs VIG
+62.2%
-41.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | -3.2% | -1.2% | -2.1% | -2.6% |
| 30D | -0.6% | -2.8% | +2.2% | +0.9% |
| 3M | +9.4% | +2.5% | +7.0% | +8.2% |
| 6M | -4.1% | +8.1% | -12.2% | -7.8% |
| YTD | -2.0% | +9.6% | -11.5% | -6.4% |
| 1Y | -9.0% | +14.2% | -23.1% | -14.9% |
| 3Y | +21.8% | +56.1% | -34.3% | -5.5% |
| 5Y | +20.6% | +62.8% | -42.3% | -8.6% |
| All | +20.6% | +62.2% | -41.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling