-46.6%
VG vs UL
+9.4%
-56.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +4.8% |
| 7D | +5.5% | -1.7% | +7.2% | +4.4% |
| 30D | -3.6% | +4.5% | -8.1% | -0.3% |
| 3M | -4.0% | +5.5% | -9.5% | +0.1% |
| 6M | +9.4% | +17.0% | -7.6% | +22.1% |
| YTD | +86.6% | +3.2% | +83.4% | +92.6% |
| 1Y | +69.5% | -1.9% | +71.4% | +70.9% |
| All | -46.6% | +9.4% | -56.0% | -40.7% |
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