+348.0%
VT vs UL
+295.6%
+52.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.7% |
| 7D | -4.2% | +5.5% | -9.7% | -6.8% |
| 30D | -5.8% | +11.4% | -17.2% | -11.0% |
| 3M | -5.2% | +6.0% | -11.2% | -8.4% |
| 6M | +0.1% | +18.0% | -17.9% | -9.1% |
| YTD | +8.2% | +6.2% | +2.0% | +3.1% |
| 1Y | +10.1% | +1.5% | +8.6% | +7.0% |
| 3Y | +69.7% | +39.8% | +29.9% | +35.6% |
| 5Y | +53.4% | +34.3% | +19.0% | +21.8% |
| 10Y | +219.2% | +102.6% | +116.6% | +83.4% |
| All | +348.0% | +295.6% | +52.5% | +39.8% |
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 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