+2,740.1%
UL vs VMC
+3,457.0%
-717.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +3.7% | +15.5% | -11.8% | +0.5% |
| 3M | +5.6% | +0.6% | +5.0% | +5.3% |
| 6M | +17.2% | +2.1% | +15.2% | +16.3% |
| YTD | +3.9% | -1.6% | +5.4% | +3.6% |
| 1Y | 0.0% | -1.2% | +1.2% | -0.4% |
| 3Y | +34.8% | +35.3% | -0.5% | +24.0% |
| 5Y | +32.4% | +43.6% | -11.2% | +18.7% |
| 10Y | +105.3% | +126.7% | -21.5% | +57.9% |
| All | +2,740.1% | +3,457.0% | -717.0% | +1,019.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling