-11.2%
VG vs UL
+18.4%
-29.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -3.1% |
| 7D | -22.0% | +5.5% | -27.5% | -18.6% |
| 30D | -14.7% | +11.4% | -26.1% | -7.9% |
| 3M | -7.1% | +6.0% | -13.1% | -2.4% |
| 6M | -11.2% | +18.0% | -29.2% | -1.3% |
| All | -11.2% | +18.4% | -29.6% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling