+59.4%
VEA vs UL
+18.7%
+40.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -2.1% | -4.1% | +2.0% | -1.0% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +5.1% | +6.0% | -0.9% | +2.9% |
| 6M | +9.8% | -5.5% | +15.3% | +11.2% |
| YTD | +15.9% | -3.3% | +19.3% | +16.5% |
| 1Y | +24.6% | -9.8% | +34.4% | +27.7% |
| 3Y | +75.5% | +20.1% | +55.4% | +62.3% |
| 5Y | +59.4% | +19.2% | +40.2% | +42.3% |
| All | +59.4% | +18.7% | +40.7% | +42.3% |
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