+23.9%
UL vs VO
+57.7%
-33.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +0.9% | -1.1% | +2.0% | +1.2% |
| 3M | +14.2% | +4.5% | +9.7% | +13.0% |
| 6M | -3.2% | +11.1% | -14.3% | -5.7% |
| YTD | -0.3% | +13.5% | -13.9% | -3.4% |
| 1Y | -8.8% | +14.5% | -23.3% | -11.8% |
| 3Y | +23.9% | +58.1% | -34.2% | +7.0% |
| All | +23.9% | +57.7% | -33.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling