-28.5%
VST vs UL
-0.5%
-27.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.7% |
| 7D | -0.5% | +0.3% | -0.8% | +0.1% |
| 30D | -17.1% | +7.0% | -24.1% | -14.6% |
| 3M | -4.6% | +5.8% | -10.4% | -2.0% |
| 6M | -9.1% | +16.1% | -25.2% | -4.5% |
| YTD | -16.6% | +4.5% | -21.1% | -12.7% |
| All | -28.5% | -0.5% | -27.9% | -26.0% |
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