+1,164.9%
VST vs UL
+109.3%
+1,055.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | -12.4% | +4.5% | -16.9% | -13.5% |
| 3M | -9.0% | +6.5% | -15.5% | -10.7% |
| 6M | -6.4% | +18.2% | -24.6% | -11.0% |
| YTD | -17.2% | +4.7% | -21.9% | -18.9% |
| 1Y | -22.0% | +0.8% | -22.8% | -23.0% |
| 3Y | +296.7% | +35.9% | +260.8% | +246.1% |
| 5Y | +637.6% | +33.4% | +604.2% | +535.1% |
| All | +1,164.9% | +109.3% | +1,055.5% | +996.2% |
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 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