+173.7%
VEA vs UL
+240.1%
-66.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -1.3% | +2.3% | +1.7% |
| 30D | +1.9% | +0.5% | +1.5% | +1.6% |
| 3M | +3.2% | +17.6% | -14.4% | -6.7% |
| 6M | +10.2% | -5.4% | +15.6% | +12.3% |
| YTD | +18.9% | +0.7% | +18.2% | +16.5% |
| 1Y | +29.3% | -9.3% | +38.6% | +33.9% |
| 3Y | +76.8% | +24.5% | +52.2% | +49.4% |
| 5Y | +61.2% | +23.2% | +38.0% | +33.3% |
| 10Y | +163.3% | +64.5% | +98.8% | +68.1% |
| All | +173.7% | +240.1% | -66.4% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling