+150.2%
ULVM vs VT
+161.0%
-10.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | +3.5% | -2.6% | +6.0% | +5.9% |
| 3M | -1.8% | -3.2% | +1.5% | +1.1% |
| 6M | +6.5% | +0.9% | +5.6% | +5.0% |
| YTD | +19.1% | +11.3% | +7.8% | +6.4% |
| 1Y | +21.7% | +14.0% | +7.7% | +6.2% |
| 3Y | +84.6% | +75.8% | +8.8% | +4.8% |
| 5Y | +67.8% | +57.8% | +10.0% | +5.8% |
| All | +150.2% | +161.0% | -10.8% | -5.7% |
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