+644.6%
VRT vs UL
+24.1%
+620.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.3% |
| 7D | +13.6% | -1.3% | +14.9% | +13.1% |
| 30D | +6.8% | +0.9% | +5.8% | +7.4% |
| 3M | -3.2% | +14.2% | -17.5% | +1.8% |
| 6M | +20.3% | -3.2% | +23.5% | +21.7% |
| YTD | +79.6% | -0.3% | +79.9% | +84.4% |
| 1Y | +139.0% | -8.8% | +147.8% | +139.9% |
| 3Y | +644.6% | +23.9% | +620.7% | +627.8% |
| All | +644.6% | +24.1% | +620.5% | +627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling