+377.4%
VT vs UL
+275.1%
+102.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.4% | -1.3% | +1.8% | +1.1% |
| 30D | +1.0% | +0.5% | +0.5% | +0.6% |
| 3M | +2.4% | +17.6% | -15.2% | -6.5% |
| 6M | +12.0% | -5.4% | +17.4% | +13.9% |
| YTD | +15.3% | +0.7% | +14.6% | +13.2% |
| 1Y | +22.6% | -9.3% | +31.8% | +26.5% |
| 3Y | +74.7% | +24.5% | +50.1% | +48.8% |
| 5Y | +66.1% | +23.2% | +42.9% | +38.7% |
| 10Y | +225.0% | +64.5% | +160.5% | +113.7% |
| All | +377.4% | +275.1% | +102.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling