-20.9%
VST vs UL
-8.6%
-12.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | -1.3% | +10.2% | +8.5% |
| 30D | +6.2% | +0.5% | +5.7% | +6.4% |
| 3M | -2.7% | +17.6% | -20.3% | +1.3% |
| 6M | -8.4% | -5.4% | -3.0% | -8.0% |
| YTD | -7.2% | +0.7% | -7.9% | -4.9% |
| 1Y | -20.9% | -9.3% | -11.6% | -27.2% |
| All | -20.9% | -8.6% | -12.3% | -27.2% |
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 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