+66.6%
VT vs UL
+23.5%
+43.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.4% | -1.3% | +1.8% | +0.7% |
| 30D | +1.0% | +0.5% | +0.5% | +0.8% |
| 3M | +2.4% | +17.6% | -15.2% | -1.6% |
| 6M | +12.0% | -5.4% | +17.4% | +13.3% |
| YTD | +15.3% | +0.7% | +14.6% | +14.7% |
| 1Y | +22.6% | -9.3% | +31.8% | +25.1% |
| 3Y | +74.7% | +24.5% | +50.1% | +61.0% |
| All | +66.6% | +23.5% | +43.1% | +47.8% |
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