+588.9%
VST vs UL
+31.0%
+557.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.1% | +10.4% |
| 7D | -9.8% | +1.1% | -10.9% | -9.7% |
| 30D | -25.1% | +8.2% | -33.4% | -25.0% |
| 3M | -11.6% | +4.5% | -16.1% | -11.4% |
| 6M | -20.9% | +12.6% | -33.5% | -20.9% |
| YTD | -22.3% | +3.5% | -25.8% | -21.9% |
| 1Y | -32.0% | -0.4% | -31.6% | -31.5% |
| 3Y | +262.4% | +36.0% | +226.4% | +242.1% |
| All | +588.9% | +31.0% | +557.9% | +539.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling