+1,205.2%
VST vs UL
+102.0%
+1,103.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -17.1% | +7.0% | -24.1% | -18.6% |
| 3M | -4.6% | +5.8% | -10.4% | -6.2% |
| 6M | -9.1% | +16.1% | -25.2% | -13.1% |
| YTD | -16.6% | +4.5% | -21.1% | -18.3% |
| 1Y | -29.5% | -1.3% | -28.2% | -29.9% |
| 3Y | +297.5% | +35.0% | +262.6% | +247.9% |
| 5Y | +654.5% | +31.9% | +622.6% | +553.1% |
| 10Y | +1,205.2% | +99.3% | +1,106.0% | +1,014.9% |
| All | +1,205.2% | +102.0% | +1,103.2% | +1,014.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling