+800.0%
VGT vs UL
+66.7%
+733.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.2% | -3.4% | +3.2% | +0.9% |
| 30D | -0.4% | +0.5% | -0.9% | -0.7% |
| 3M | +4.4% | +7.2% | -2.8% | +1.6% |
| 6M | +32.1% | -3.1% | +35.1% | +32.4% |
| YTD | +28.8% | -2.7% | +31.5% | +28.5% |
| 1Y | +35.3% | -10.2% | +45.6% | +38.5% |
| 3Y | +124.8% | +20.3% | +104.5% | +100.7% |
| 5Y | +137.9% | +19.9% | +118.0% | +108.8% |
| All | +800.0% | +66.7% | +733.3% | +633.8% |
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