+33.0%
ULST vs VT
+283.9%
-250.9%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.8% | +2.4% | -1.5% | +0.8% |
| 6M | +1.5% | +12.0% | -10.5% | +1.4% |
| YTD | +2.1% | +15.3% | -13.2% | +2.0% |
| 1Y | +3.6% | +22.6% | -19.0% | +3.3% |
| 3Y | +15.2% | +74.7% | -59.5% | +14.5% |
| 5Y | +19.8% | +66.1% | -46.4% | +19.1% |
| 10Y | +30.6% | +225.0% | -194.4% | +28.8% |
| All | +33.0% | +283.9% | -250.9% | +31.2% |
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 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