+295.8%
UL vs VT
+345.0%
-49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +3.6% |
| 7D | +5.5% | -4.2% | +9.7% | +8.1% |
| 30D | +11.4% | -5.8% | +17.2% | +15.2% |
| 3M | +6.0% | -5.2% | +11.2% | +9.2% |
| 6M | +18.0% | +0.1% | +17.9% | +17.0% |
| YTD | +6.2% | +8.2% | -2.0% | +0.2% |
| 1Y | +1.5% | +10.1% | -8.6% | -5.3% |
| 3Y | +39.8% | +69.7% | -29.9% | -2.3% |
| 5Y | +34.3% | +53.4% | -19.0% | -0.9% |
| 10Y | +102.6% | +219.2% | -116.6% | -10.3% |
| All | +295.8% | +345.0% | -49.1% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling