+122.9%
ULCC vs VT
+74.4%
+48.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -1.9% |
| 7D | +25.0% | -0.1% | +25.2% | +25.3% |
| 30D | +38.1% | -3.1% | +41.1% | +49.8% |
| 3M | +19.3% | -3.5% | +22.8% | +31.7% |
| 6M | +52.9% | +0.5% | +52.5% | +54.3% |
| YTD | +71.8% | +10.8% | +61.0% | +37.2% |
| 1Y | +112.3% | +11.9% | +100.4% | +65.6% |
| 3Y | +122.9% | +73.0% | +49.9% | -56.7% |
| All | +122.9% | +74.4% | +48.4% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling