+1,024.4%
VRT vs UL
+22.5%
+1,001.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | +13.6% | -1.3% | +14.9% | +13.7% |
| 30D | +6.8% | +0.9% | +5.8% | +6.7% |
| 3M | -3.2% | +14.2% | -17.5% | -4.9% |
| 6M | +20.3% | -3.2% | +23.5% | +21.5% |
| YTD | +79.6% | -0.3% | +79.9% | +80.5% |
| 1Y | +139.0% | -8.8% | +147.8% | +144.1% |
| 3Y | +644.6% | +23.9% | +620.7% | +562.3% |
| 5Y | +1,024.4% | +21.4% | +1,003.0% | +860.2% |
| All | +1,024.4% | +22.5% | +1,001.9% | +860.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling