+99.1%
V vs UL
+31.0%
+68.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +13.6% | +8.2% | +5.4% | +11.1% |
| 3M | +14.3% | +4.5% | +9.7% | +12.9% |
| 6M | +33.1% | +12.6% | +20.5% | +28.6% |
| YTD | +21.2% | +3.5% | +17.7% | +19.3% |
| 1Y | +26.4% | -0.4% | +26.9% | +25.7% |
| 3Y | +77.6% | +36.0% | +41.6% | +60.3% |
| All | +99.1% | +31.0% | +68.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling