+2,580.5%
UL vs VTRS
+552.8%
+2,027.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -3.2% | -3.5% | +0.2% | -2.8% |
| 30D | -0.6% | +2.1% | -2.7% | -0.9% |
| 3M | +9.4% | +2.6% | +6.8% | +9.0% |
| 6M | -4.1% | +17.8% | -21.9% | -6.2% |
| YTD | -2.0% | +35.7% | -37.6% | -5.9% |
| 1Y | -9.0% | +63.5% | -72.5% | -14.7% |
| 3Y | +21.8% | +85.1% | -63.3% | +11.1% |
| 5Y | +20.6% | +42.5% | -21.9% | +12.0% |
| 10Y | +67.7% | -48.2% | +115.9% | +68.4% |
| All | +2,580.5% | +552.8% | +2,027.7% | +1,640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling