+33.9%
UL vs VLTO
+56.1%
-22.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.3% | +2.0% | -1.8% | -0.2% |
| 30D | +7.0% | +21.8% | -14.8% | +2.5% |
| 3M | +5.8% | +20.2% | -14.4% | +1.6% |
| 6M | +16.1% | +36.3% | -20.2% | +9.2% |
| YTD | +4.5% | +18.8% | -14.4% | +0.3% |
| 1Y | -1.3% | +20.4% | -21.7% | -5.5% |
| 3Y | +35.0% | +71.9% | -37.0% | +24.8% |
| All | +33.9% | +56.1% | -22.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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