+20.6%
UL vs VMC
+48.3%
-27.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | -3.2% | -5.3% | +2.1% | -2.2% |
| 30D | -0.6% | -12.3% | +11.7% | +2.0% |
| 3M | +9.4% | -10.3% | +19.7% | +11.7% |
| 6M | -4.1% | -8.6% | +4.4% | -2.6% |
| YTD | -2.0% | -11.9% | +9.9% | +0.1% |
| 1Y | -9.0% | -13.9% | +4.9% | -6.8% |
| 3Y | +21.8% | +18.2% | +3.7% | +15.0% |
| 5Y | +20.6% | +47.7% | -27.2% | +5.8% |
| All | +20.6% | +48.3% | -27.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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