+64.4%
UL vs VTRS
-48.4%
+112.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | +0.5% | +3.3% | -2.8% | +0.1% |
| 3M | +7.2% | +2.0% | +5.3% | +6.9% |
| 6M | -3.1% | +19.9% | -23.0% | -5.1% |
| YTD | -2.7% | +35.7% | -38.5% | -6.1% |
| 1Y | -10.2% | +68.1% | -78.3% | -15.4% |
| 3Y | +20.3% | +87.1% | -66.8% | +10.7% |
| 5Y | +19.9% | +47.6% | -27.7% | +11.6% |
| All | +64.4% | -48.4% | +112.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling