+2,260.0%
VGT vs UL
+470.7%
+1,789.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.6% |
| 7D | +1.5% | -3.2% | +4.7% | +2.8% |
| 30D | +0.5% | -0.6% | +1.1% | +0.7% |
| 3M | +5.3% | +9.4% | -4.2% | +0.5% |
| 6M | +32.4% | -4.1% | +36.6% | +33.1% |
| YTD | +28.6% | -2.0% | +30.6% | +27.4% |
| 1Y | +37.6% | -9.0% | +46.6% | +40.2% |
| 3Y | +125.5% | +21.8% | +103.7% | +96.4% |
| 5Y | +135.2% | +20.6% | +114.6% | +101.8% |
| 10Y | +812.9% | +67.7% | +745.2% | +544.7% |
| All | +2,260.0% | +470.7% | +1,789.3% | +826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling