+90.3%
VTR vs UL
+18.7%
+71.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -1.8% | -4.1% | +2.2% | -0.8% |
| 30D | +4.0% | -1.2% | +5.2% | +4.3% |
| 3M | +7.8% | +6.0% | +1.9% | +5.9% |
| 6M | +6.4% | -5.5% | +11.8% | +7.4% |
| YTD | +18.3% | -3.3% | +21.6% | +18.7% |
| 1Y | +33.9% | -9.8% | +43.7% | +36.7% |
| 3Y | +134.3% | +20.1% | +114.2% | +120.4% |
| 5Y | +90.3% | +19.2% | +71.1% | +79.4% |
| All | +90.3% | +18.7% | +71.6% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling