+897.3%
VST vs UL
+78.8%
+818.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.4% |
| 7D | -19.9% | +5.5% | -25.4% | -20.9% |
| 30D | -29.7% | +11.4% | -41.0% | -31.5% |
| 3M | -19.6% | +6.0% | -25.5% | -20.9% |
| 6M | -29.4% | +18.0% | -47.4% | -32.7% |
| YTD | -29.7% | +6.2% | -35.9% | -31.3% |
| 1Y | -40.0% | +1.5% | -41.6% | -40.8% |
| 3Y | +231.0% | +39.8% | +191.2% | +187.0% |
| 5Y | +500.1% | +34.3% | +465.7% | +417.9% |
| 10Y | +1,004.2% | +102.6% | +901.6% | +825.8% |
| All | +897.3% | +78.8% | +818.6% | +718.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling