+2,545.5%
VRT vs UL
+29.5%
+2,516.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -8.0% | -9.3% |
| 7D | +2.4% | -3.2% | +5.6% | +3.1% |
| 30D | -2.7% | -0.6% | -2.1% | -2.6% |
| 3M | -9.2% | +9.4% | -18.6% | -11.7% |
| 6M | -0.5% | -4.1% | +3.6% | 0.0% |
| YTD | +62.3% | -2.0% | +64.3% | +62.1% |
| 1Y | +109.6% | -9.0% | +118.5% | +113.1% |
| 3Y | +573.1% | +21.8% | +551.3% | +497.2% |
| 5Y | +953.6% | +20.6% | +933.0% | +817.5% |
| All | +2,545.5% | +29.5% | +2,516.0% | +2,048.9% |
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 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