+53.4%
VT vs UL
+31.0%
+22.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.7% |
| 7D | -2.3% | +1.1% | -3.5% | -2.6% |
| 30D | -5.0% | +8.2% | -13.2% | -6.6% |
| 3M | -4.9% | +4.5% | -9.4% | -5.9% |
| 6M | -1.5% | +12.6% | -14.1% | -4.5% |
| YTD | +8.5% | +3.5% | +5.0% | +7.1% |
| 1Y | +11.4% | -0.4% | +11.8% | +11.0% |
| 3Y | +70.1% | +36.0% | +34.1% | +52.6% |
| All | +53.4% | +31.0% | +22.4% | +34.8% |
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