+38.3%
ULH vs VT
+374.2%
-335.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +10.3% | +2.4% | +7.9% | +7.0% |
| 6M | +7.9% | +12.0% | -4.1% | -4.9% |
| YTD | +27.4% | +15.3% | +12.1% | +8.9% |
| 1Y | -22.5% | +22.6% | -45.0% | -37.9% |
| 3Y | -26.1% | +74.7% | -100.8% | -59.3% |
| 5Y | -4.1% | +66.1% | -70.3% | -44.5% |
| 10Y | +67.2% | +225.0% | -157.8% | -54.1% |
| All | +38.3% | +374.2% | -335.9% | -71.4% |
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