+213.7%
VT vs UL
+96.4%
+117.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +1.0% |
| 7D | -2.3% | +1.1% | -3.5% | -2.7% |
| 30D | -5.0% | +8.2% | -13.2% | -7.5% |
| 3M | -4.9% | +4.5% | -9.4% | -6.5% |
| 6M | -1.5% | +12.6% | -14.1% | -6.0% |
| YTD | +8.5% | +3.5% | +5.0% | +6.2% |
| 1Y | +11.4% | -0.4% | +11.8% | +10.3% |
| 3Y | +70.1% | +36.0% | +34.1% | +47.7% |
| 5Y | +53.7% | +30.9% | +22.8% | +33.1% |
| All | +213.7% | +96.4% | +117.2% | +152.6% |
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 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