+42.6%
ULBI vs VT
+357.6%
-315.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.2% |
| 7D | +0.4% | +0.4% | +0.1% | -0.1% |
| 30D | +150.6% | -2.6% | +153.2% | +156.7% |
| 3M | +147.1% | -3.2% | +150.3% | +154.4% |
| 6M | +162.8% | +0.9% | +161.9% | +161.0% |
| YTD | +174.3% | +11.3% | +163.0% | +149.4% |
| 1Y | +132.4% | +14.0% | +118.4% | +106.6% |
| 3Y | +107.0% | +75.8% | +31.2% | +28.7% |
| 5Y | +168.2% | +57.8% | +110.4% | +81.0% |
| 10Y | +260.7% | +219.8% | +40.9% | +26.0% |
| All | +42.6% | +357.6% | -315.0% | -70.1% |
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