+96.3%
VTR vs UL
+66.7%
+29.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.3% | -3.4% | +3.1% | +1.1% |
| 30D | +1.1% | +0.5% | +0.6% | +0.8% |
| 3M | +7.9% | +7.2% | +0.7% | +4.3% |
| 6M | +6.2% | -3.1% | +9.2% | +6.8% |
| YTD | +17.7% | -2.7% | +20.4% | +18.0% |
| 1Y | +32.9% | -10.2% | +43.1% | +37.5% |
| 3Y | +129.7% | +20.3% | +109.4% | +105.9% |
| 5Y | +89.3% | +19.9% | +69.4% | +66.6% |
| All | +96.3% | +66.7% | +29.7% | +63.3% |
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