+51.8%
VG vs UL
+1.7%
+50.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.3% | -10.9% | -5.4% |
| 7D | -16.4% | +4.7% | -21.0% | -13.3% |
| 30D | -10.8% | +11.6% | -22.4% | -3.4% |
| 3M | -6.3% | +5.3% | -11.6% | -2.0% |
| 6M | -12.5% | +16.0% | -28.6% | -1.8% |
| YTD | +76.9% | +5.0% | +71.9% | +74.0% |
| 1Y | +51.8% | +1.1% | +50.7% | +49.6% |
| All | +51.8% | +1.7% | +50.1% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling