+33.6%
ULST vs VOO
+465.2%
-431.6%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | +3.3% | -3.4% | -0.2% |
| 30D | +0.4% | -2.7% | +3.0% | +0.4% |
| 3M | +0.7% | -1.7% | +2.5% | +0.7% |
| 6M | +1.6% | +3.1% | -1.5% | +1.6% |
| YTD | +2.6% | +11.9% | -9.3% | +2.5% |
| 1Y | +3.2% | +12.1% | -8.8% | +3.1% |
| 3Y | +14.7% | +78.6% | -63.9% | +13.9% |
| 5Y | +20.4% | +73.8% | -53.4% | +19.7% |
| 10Y | +31.0% | +312.3% | -281.3% | +29.0% |
| All | +33.6% | +465.2% | -431.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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