+0.8%
UL vs VSH
+92.4%
-91.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +0.6% |
| 7D | +1.1% | +14.3% | -13.2% | +2.7% |
| 30D | +4.5% | -7.9% | +12.4% | +4.2% |
| 3M | +6.5% | -19.9% | +26.3% | +5.1% |
| 6M | +18.2% | -30.5% | +48.7% | +13.9% |
| YTD | +4.7% | +85.7% | -81.0% | +0.3% |
| 1Y | +0.8% | +98.9% | -98.2% | -3.8% |
| All | +0.8% | +92.4% | -91.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling