+222.7%
VT vs UL
+107.1%
+115.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | -2.5% | +5.7% | -8.2% | -4.4% |
| 3M | -3.3% | +7.0% | -10.3% | -5.7% |
| 6M | +1.5% | +16.1% | -14.5% | -4.1% |
| YTD | +11.4% | +3.6% | +7.8% | +9.0% |
| 1Y | +11.9% | -1.4% | +13.3% | +11.2% |
| 3Y | +73.9% | +34.1% | +39.8% | +51.8% |
| 5Y | +57.9% | +32.0% | +25.9% | +36.2% |
| All | +222.7% | +107.1% | +115.6% | +156.2% |
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