+97.3%
ULH vs VT
+346.0%
-248.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.2% |
| 7D | +20.1% | -2.3% | +22.4% | +23.6% |
| 30D | +58.6% | -5.0% | +63.6% | +67.6% |
| 3M | +48.4% | -4.9% | +53.3% | +56.4% |
| 6M | +96.4% | -1.5% | +97.9% | +98.5% |
| YTD | +81.8% | +8.5% | +73.3% | +65.7% |
| 1Y | +81.5% | +11.4% | +70.2% | +60.9% |
| 3Y | +23.4% | +70.1% | -46.6% | -30.3% |
| 5Y | +37.3% | +53.7% | -16.4% | -13.6% |
| 10Y | +156.3% | +220.0% | -63.6% | -28.6% |
| All | +97.3% | +346.0% | -248.7% | -56.5% |
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 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