+161.1%
VEA vs UL
+66.7%
+94.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.3% |
| 30D | -0.8% | +0.5% | -1.3% | -1.0% |
| 3M | +2.5% | +7.2% | -4.8% | -0.6% |
| 6M | +11.1% | -3.1% | +14.2% | +11.6% |
| YTD | +17.2% | -2.7% | +19.9% | +17.4% |
| 1Y | +24.5% | -10.2% | +34.7% | +28.2% |
| 3Y | +75.4% | +20.3% | +55.2% | +59.7% |
| 5Y | +61.1% | +19.9% | +41.1% | +44.5% |
| All | +161.1% | +66.7% | +94.4% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling