-51.4%
VG vs UL
+9.8%
-61.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | -1.5% |
| 7D | -22.0% | +1.1% | -23.2% | -21.1% |
| 30D | -11.6% | +8.2% | -19.9% | -6.7% |
| 3M | -14.9% | +4.5% | -19.4% | -11.7% |
| 6M | -3.5% | +12.6% | -16.1% | +5.1% |
| YTD | +70.0% | +3.5% | +66.4% | +75.7% |
| 1Y | +50.0% | -0.4% | +50.4% | +52.4% |
| All | -51.4% | +9.8% | -61.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling