+2,723.0%
VRT vs UL
+33.0%
+2,690.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | -1.3% | +10.5% | +9.4% |
| 30D | +0.9% | +0.5% | +0.5% | +0.8% |
| 3M | -13.4% | +17.6% | -31.0% | -17.3% |
| 6M | +11.7% | -5.4% | +17.1% | +12.9% |
| YTD | +73.2% | +0.7% | +72.5% | +72.1% |
| 1Y | +123.4% | -9.3% | +132.7% | +128.0% |
| 3Y | +606.2% | +24.5% | +581.6% | +524.6% |
| 5Y | +899.9% | +23.2% | +876.7% | +767.8% |
| All | +2,723.0% | +33.0% | +2,690.0% | +2,180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling