-3.5%
ULH vs VT
+66.2%
-69.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.6% |
| 30D | +4.0% | +1.0% | +3.0% | +2.8% |
| 3M | +10.3% | +2.4% | +7.9% | +6.7% |
| 6M | +7.9% | +12.0% | -4.1% | -6.4% |
| YTD | +27.4% | +15.3% | +12.1% | +7.0% |
| 1Y | -22.5% | +22.6% | -45.0% | -39.3% |
| 3Y | -26.1% | +74.7% | -100.8% | -59.7% |
| All | -3.5% | +66.2% | -69.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling