+141.5%
ULH vs VT
+221.8%
-80.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.3% |
| 7D | +7.7% | +2.4% | +5.4% | +5.0% |
| 30D | +73.7% | -1.5% | +75.2% | +76.7% |
| 3M | +49.4% | -4.1% | +53.5% | +56.5% |
| 6M | +139.6% | +0.6% | +139.1% | +136.8% |
| YTD | +95.8% | +11.0% | +84.8% | +73.4% |
| 1Y | +104.9% | +13.3% | +91.6% | +77.5% |
| 3Y | +29.1% | +73.4% | -44.3% | -28.7% |
| 5Y | +50.4% | +57.4% | -7.0% | -8.0% |
| All | +141.5% | +221.8% | -80.3% | -46.5% |
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