+384.7%
UL vs VIG
+623.5%
-238.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | +0.5% | -1.0% | +1.4% | +1.2% |
| 3M | +17.6% | +2.8% | +14.8% | +15.2% |
| 6M | -5.4% | +8.2% | -13.6% | -10.7% |
| YTD | +0.7% | +11.0% | -10.3% | -6.9% |
| 1Y | -9.3% | +16.1% | -25.4% | -19.0% |
| 3Y | +24.5% | +56.2% | -31.6% | -12.3% |
| 5Y | +23.2% | +63.0% | -39.8% | -17.0% |
| 10Y | +64.5% | +241.4% | -176.9% | -40.8% |
| All | +384.7% | +623.5% | -238.9% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling