+21.4%
UL vs VO
+43.2%
-21.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +0.9% | -1.1% | +2.0% | +1.3% |
| 3M | +14.2% | +4.5% | +9.7% | +12.5% |
| 6M | -3.2% | +11.1% | -14.3% | -6.7% |
| YTD | -0.3% | +13.5% | -13.9% | -4.7% |
| 1Y | -8.8% | +14.5% | -23.3% | -13.1% |
| 3Y | +23.9% | +58.1% | -34.2% | +3.2% |
| 5Y | +21.4% | +43.3% | -21.9% | +4.1% |
| All | +21.4% | +43.2% | -21.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling