+137.2%
ULS vs VT
+50.0%
+87.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.5% |
| 7D | +8.1% | +0.4% | +7.7% | +7.8% |
| 30D | +16.0% | -2.6% | +18.6% | +18.1% |
| 3M | +4.0% | -3.2% | +7.2% | +6.4% |
| 6M | -18.9% | +0.9% | -19.8% | -19.8% |
| YTD | +3.5% | +11.3% | -7.8% | -4.4% |
| 1Y | -4.6% | +14.0% | -18.6% | -13.3% |
| All | +137.2% | +50.0% | +87.3% | +80.2% |
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