+1.1%
UL vs VT
+15.2%
-14.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +3.1% |
| 7D | +4.7% | -0.3% | +5.0% | +4.6% |
| 30D | +11.6% | -1.4% | +13.0% | +11.7% |
| 3M | +5.3% | -1.4% | +6.7% | +5.4% |
| 6M | +16.0% | +5.5% | +10.6% | +13.7% |
| YTD | +5.0% | +12.8% | -7.9% | +2.5% |
| 1Y | +1.1% | +15.4% | -14.3% | -1.4% |
| All | +1.1% | +15.2% | -14.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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