+954.4%
VTI vs UL
+637.8%
+316.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +0.6% | -1.3% | +2.0% | +1.2% |
| 30D | -1.1% | +0.9% | -2.0% | -1.5% |
| 3M | +3.9% | +14.2% | -10.3% | -2.3% |
| 6M | +14.6% | -3.2% | +17.8% | +15.1% |
| YTD | +13.3% | -0.3% | +13.6% | +12.1% |
| 1Y | +19.2% | -8.8% | +27.9% | +22.0% |
| 3Y | +77.4% | +23.9% | +53.5% | +56.0% |
| 5Y | +74.0% | +21.4% | +52.7% | +51.3% |
| 10Y | +294.6% | +66.7% | +228.0% | +185.5% |
| All | +954.4% | +637.8% | +316.5% | +299.0% |
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