+275.3%
UL vs VT
+374.2%
-98.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.3% | +0.4% | -1.8% | -1.6% |
| 30D | +0.5% | +1.0% | -0.5% | -0.1% |
| 3M | +17.6% | +2.4% | +15.2% | +15.5% |
| 6M | -5.4% | +12.0% | -17.4% | -12.2% |
| YTD | +0.7% | +15.3% | -14.6% | -8.3% |
| 1Y | -9.3% | +22.6% | -31.8% | -20.6% |
| 3Y | +24.5% | +74.7% | -50.1% | -14.2% |
| 5Y | +23.2% | +66.1% | -42.9% | -13.4% |
| 10Y | +64.5% | +225.0% | -160.5% | -27.6% |
| All | +275.3% | +374.2% | -98.9% | +20.3% |
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