-62.2%
ULCC vs VT
+72.2%
-134.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +8.5% |
| 7D | +9.9% | -4.2% | +14.0% | +19.0% |
| 30D | +13.9% | -5.8% | +19.7% | +28.4% |
| 3M | -10.5% | -5.2% | -5.3% | +0.2% |
| 6M | +62.9% | +0.1% | +62.8% | +65.6% |
| YTD | +51.2% | +8.2% | +42.9% | +33.9% |
| 1Y | +84.9% | +10.1% | +74.8% | +58.4% |
| 3Y | +81.6% | +69.7% | +12.0% | -20.8% |
| 5Y | -58.5% | +53.4% | -111.9% | -78.7% |
| All | -62.2% | +72.2% | -134.5% | -82.8% |
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