+1,934.0%
VRT vs UL
+38.3%
+1,895.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | +10.5% | +1.1% | +9.4% | +10.3% |
| 30D | -9.3% | +4.5% | -13.8% | -10.3% |
| 3M | -29.6% | +6.5% | -36.1% | -30.7% |
| 6M | -45.4% | +18.2% | -63.5% | -47.9% |
| YTD | +24.8% | +4.7% | +20.1% | +22.7% |
| 1Y | +23.6% | +0.8% | +22.8% | +22.6% |
| 3Y | +379.7% | +35.9% | +343.8% | +311.3% |
| 5Y | +660.3% | +33.4% | +626.9% | +543.1% |
| All | +1,934.0% | +38.3% | +1,895.7% | +1,526.5% |
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