+297.8%
VTI vs UL
+66.7%
+231.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -3.4% | +2.5% | +0.2% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +3.6% | +7.2% | -3.6% | +1.0% |
| 6M | +13.6% | -3.1% | +16.7% | +14.1% |
| YTD | +12.9% | -2.7% | +15.6% | +13.0% |
| 1Y | +17.2% | -10.2% | +27.5% | +20.2% |
| 3Y | +75.7% | +20.3% | +55.4% | +59.7% |
| 5Y | +75.4% | +19.9% | +55.5% | +57.1% |
| All | +297.8% | +66.7% | +231.1% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling