+55.4%
ULCC vs VT
-0.9%
+56.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +3.8% |
| 7D | +15.2% | -2.3% | +17.5% | +20.2% |
| 30D | +22.4% | -5.0% | +27.4% | +37.8% |
| 3M | -2.0% | -4.9% | +2.9% | +10.9% |
| 6M | +55.4% | -1.5% | +57.0% | +59.7% |
| All | +55.4% | -0.9% | +56.4% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling