+270.1%
ULBI vs VT
+221.8%
+48.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | +2.4% | -1.9% | -1.7% |
| 30D | +160.0% | -1.5% | +161.5% | +163.4% |
| 3M | +111.4% | -4.1% | +115.5% | +119.2% |
| 6M | +167.5% | +0.6% | +167.0% | +166.6% |
| YTD | +175.0% | +11.0% | +164.0% | +151.5% |
| 1Y | +174.0% | +13.3% | +160.7% | +146.3% |
| 3Y | +97.1% | +73.4% | +23.7% | +29.1% |
| 5Y | +175.0% | +57.4% | +117.6% | +92.0% |
| All | +270.1% | +221.8% | +48.4% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling