+64.4%
UL vs VNQ
+64.0%
+0.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -3.4% | -1.3% | -2.1% | -2.8% |
| 30D | +0.5% | -2.6% | +3.1% | +1.7% |
| 3M | +7.2% | -2.0% | +9.3% | +8.3% |
| 6M | -3.1% | +4.3% | -7.4% | -4.8% |
| YTD | -2.7% | +9.2% | -11.9% | -6.3% |
| 1Y | -10.2% | +5.6% | -15.8% | -12.3% |
| 3Y | +20.3% | +30.8% | -10.6% | +6.1% |
| 5Y | +19.9% | +8.0% | +12.0% | +13.9% |
| All | +64.4% | +64.0% | +0.3% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling