+270.6%
ULBI vs VT
+224.4%
+46.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.3% |
| 30D | +154.4% | -1.7% | +156.2% | +158.4% |
| 3M | +120.0% | -2.3% | +122.3% | +124.4% |
| 6M | +156.9% | +1.5% | +155.4% | +154.0% |
| YTD | +175.3% | +12.0% | +163.3% | +149.9% |
| 1Y | +178.3% | +12.9% | +165.4% | +151.0% |
| 3Y | +107.5% | +74.9% | +32.6% | +34.8% |
| 5Y | +172.0% | +59.9% | +112.1% | +87.4% |
| 10Y | +270.6% | +224.6% | +46.0% | +68.4% |
| All | +270.6% | +224.4% | +46.2% | +68.4% |
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