+32.9%
ULST vs VT
+260.3%
-227.4%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.1% |
| 7D | -0.1% | -4.2% | +4.1% | -0.1% |
| 30D | +0.2% | -5.8% | +6.0% | +0.3% |
| 3M | +0.2% | -5.2% | +5.4% | +0.2% |
| 6M | +1.0% | +0.1% | +0.9% | +1.0% |
| YTD | +2.0% | +8.2% | -6.2% | +2.0% |
| 1Y | +2.8% | +10.1% | -7.4% | +2.7% |
| 3Y | +14.1% | +69.7% | -55.5% | +13.4% |
| 5Y | +19.8% | +53.4% | -33.6% | +19.2% |
| 10Y | +30.2% | +219.2% | -189.0% | +28.5% |
| All | +32.9% | +260.3% | -227.4% | +31.1% |
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