+1.1%
UL vs VNQ
+14.0%
-12.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +0.7% |
| 7D | +4.7% | +6.8% | -2.1% | -0.6% |
| 30D | +11.6% | +10.0% | +1.6% | +3.5% |
| 3M | +5.3% | 0.0% | +5.4% | +5.4% |
| 6M | +16.0% | +4.5% | +11.5% | +12.3% |
| YTD | +5.0% | +13.9% | -9.0% | -4.9% |
| 1Y | +1.1% | +14.1% | -12.9% | -8.2% |
| All | +1.1% | +14.0% | -12.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling