+53.4%
VT vs UL
+34.6%
+18.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | -4.2% | +5.5% | -9.7% | -5.2% |
| 30D | -5.8% | +11.4% | -17.2% | -8.0% |
| 3M | -5.2% | +6.0% | -11.2% | -6.5% |
| 6M | +0.1% | +18.0% | -17.9% | -3.8% |
| YTD | +8.2% | +6.2% | +2.0% | +6.4% |
| 1Y | +10.1% | +1.5% | +8.6% | +9.4% |
| 3Y | +69.7% | +39.8% | +29.9% | +51.4% |
| 5Y | +53.4% | +34.3% | +19.0% | +34.1% |
| All | +53.4% | +34.6% | +18.8% | +34.1% |
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