+35.9%
UL vs VT
+74.0%
-38.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.1% | +2.4% | -1.2% | +0.8% |
| 30D | +4.5% | -1.5% | +6.0% | +4.7% |
| 3M | +6.5% | -4.1% | +10.6% | +7.1% |
| 6M | +18.2% | +0.6% | +17.6% | +17.7% |
| YTD | +4.7% | +11.0% | -6.4% | +2.1% |
| 1Y | +0.8% | +13.3% | -12.6% | -2.1% |
| 3Y | +35.9% | +73.4% | -37.5% | +15.2% |
| All | +35.9% | +74.0% | -38.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling