-5.1%
ULTY vs VT
+48.0%
-53.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -3.4% | -2.3% | -1.1% | -0.4% |
| 30D | -15.9% | -5.0% | -10.9% | -9.8% |
| 3M | -10.8% | -4.9% | -6.0% | -4.5% |
| 6M | -12.2% | -1.5% | -10.6% | -10.1% |
| YTD | -4.9% | +8.5% | -13.4% | -14.9% |
| 1Y | -12.4% | +11.4% | -23.8% | -24.5% |
| All | -5.1% | +48.0% | -53.1% | -46.1% |
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 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