+1,855.0%
VRT vs UL
+37.7%
+1,817.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -17.7% | +2.6% | -20.3% | -18.1% |
| 30D | -20.0% | +6.8% | -26.8% | -21.2% |
| 3M | -28.1% | +5.7% | -33.8% | -29.1% |
| 6M | -42.8% | +15.9% | -58.7% | -45.3% |
| YTD | +20.0% | +4.3% | +15.7% | +18.0% |
| 1Y | +3.5% | -0.4% | +3.9% | +3.0% |
| 3Y | +366.1% | +35.0% | +331.2% | +300.4% |
| 5Y | +632.2% | +31.6% | +600.6% | +522.0% |
| All | +1,855.0% | +37.7% | +1,817.2% | +1,464.4% |
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