+109.7%
UL vs VSH
+115.4%
-5.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.3% |
| 7D | +1.1% | +14.3% | -13.2% | +0.3% |
| 30D | +4.5% | -7.9% | +12.4% | +4.6% |
| 3M | +6.5% | -19.9% | +26.3% | +7.3% |
| 6M | +18.2% | -30.5% | +48.7% | +18.0% |
| YTD | +4.7% | +85.7% | -81.0% | -7.0% |
| 1Y | +0.8% | +98.9% | -98.2% | -11.3% |
| 3Y | +35.9% | +32.1% | +3.8% | +23.0% |
| 5Y | +33.4% | +39.7% | -6.3% | +17.4% |
| All | +109.7% | +115.4% | -5.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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