+1,058.9%
VST vs UL
+75.5%
+983.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -6.0% | +2.6% | -8.6% | -6.7% |
| 30D | -18.8% | +6.8% | -25.5% | -20.2% |
| 3M | -8.0% | +5.7% | -13.8% | -9.6% |
| 6M | -10.9% | +15.9% | -26.8% | -14.9% |
| YTD | -18.3% | +4.3% | -22.6% | -20.0% |
| 1Y | -29.9% | -0.4% | -29.5% | -30.6% |
| 3Y | +290.3% | +35.0% | +255.3% | +241.6% |
| 5Y | +635.3% | +31.6% | +603.7% | +537.1% |
| 10Y | +1,162.4% | +104.6% | +1,057.7% | +964.5% |
| All | +1,058.9% | +75.5% | +983.4% | +853.6% |
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