+151.0%
ULVM vs VT
+159.7%
-8.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +3.8% | -3.1% | +6.9% | +6.7% |
| 3M | -1.4% | -3.5% | +2.1% | +1.7% |
| 6M | +6.9% | +0.5% | +6.4% | +5.8% |
| YTD | +19.5% | +10.8% | +8.7% | +7.3% |
| 1Y | +21.5% | +11.9% | +9.6% | +7.9% |
| 3Y | +82.6% | +73.0% | +9.7% | +5.3% |
| 5Y | +69.4% | +58.6% | +10.8% | +6.2% |
| All | +151.0% | +159.7% | -8.7% | -4.9% |
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