+135.1%
VGT vs UL
+18.7%
+116.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -1.0% | -4.1% | +3.0% | -0.6% |
| 30D | -0.4% | -1.2% | +0.7% | -0.4% |
| 3M | +6.6% | +6.0% | +0.6% | +5.5% |
| 6M | +31.0% | -5.5% | +36.5% | +32.2% |
| YTD | +27.2% | -3.3% | +30.6% | +27.5% |
| 1Y | +34.5% | -9.8% | +44.2% | +36.6% |
| 3Y | +123.1% | +20.1% | +103.0% | +105.1% |
| 5Y | +135.1% | +19.2% | +115.9% | +106.8% |
| All | +135.1% | +18.7% | +116.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling