+8.6%
VRT vs UL
-1.3%
+9.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.3% |
| 7D | -17.7% | +2.6% | -20.3% | -16.0% |
| 30D | -20.0% | +6.8% | -26.8% | -16.3% |
| 3M | -28.1% | +5.7% | -33.8% | -24.9% |
| 6M | -42.8% | +15.9% | -58.7% | -38.0% |
| YTD | +20.0% | +4.3% | +15.7% | +34.3% |
| All | +8.6% | -1.3% | +9.9% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling