+145.6%
ULVM vs VT
+154.4%
-8.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -1.5% | -2.3% | +0.9% | +0.7% |
| 30D | +2.5% | -5.0% | +7.4% | +7.4% |
| 3M | -3.3% | -4.9% | +1.6% | +1.2% |
| 6M | +4.1% | -1.5% | +5.6% | +5.0% |
| YTD | +16.9% | +8.5% | +8.5% | +7.1% |
| 1Y | +20.7% | +11.4% | +9.3% | +7.7% |
| 3Y | +78.8% | +70.1% | +8.7% | +4.8% |
| 5Y | +65.3% | +53.7% | +11.5% | +6.8% |
| All | +145.6% | +154.4% | -8.7% | -5.1% |
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