-57.1%
ULCC vs VT
+78.3%
-135.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -2.4% |
| 7D | +14.0% | -0.7% | +14.7% | +15.4% |
| 30D | +42.3% | -1.7% | +44.0% | +48.0% |
| 3M | +16.8% | -2.3% | +19.2% | +23.6% |
| 6M | +60.6% | +1.5% | +59.1% | +59.5% |
| YTD | +71.5% | +12.0% | +59.5% | +42.4% |
| 1Y | +113.2% | +12.9% | +100.3% | +74.8% |
| 3Y | +122.6% | +74.9% | +47.6% | -8.6% |
| 5Y | -51.4% | +59.9% | -111.3% | -76.8% |
| All | -57.1% | +78.3% | -135.4% | -81.7% |
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