-49.4%
VG vs UL
+10.6%
-59.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -7.7% | +2.6% | -10.3% | -6.0% |
| 30D | -8.8% | +6.8% | -15.6% | -4.4% |
| 3M | -15.6% | +5.7% | -21.4% | -11.9% |
| 6M | +5.2% | +15.9% | -10.7% | +16.8% |
| YTD | +76.9% | +4.3% | +72.6% | +83.7% |
| 1Y | +42.5% | -0.4% | +42.9% | +45.0% |
| All | -49.4% | +10.6% | -59.9% | -43.4% |
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