+1,481.1%
VTR vs UL
+876.4%
+604.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.7% | -1.3% | -0.3% | -1.2% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | +14.8% | +17.6% | -2.8% | +7.2% |
| 6M | +5.3% | -5.4% | +10.7% | +7.0% |
| YTD | +18.1% | +0.7% | +17.4% | +16.8% |
| 1Y | +36.7% | -9.3% | +46.0% | +40.5% |
| 3Y | +130.1% | +24.5% | +105.5% | +106.0% |
| 5Y | +89.5% | +23.2% | +66.3% | +67.1% |
| 10Y | +87.4% | +64.5% | +22.9% | +46.5% |
| All | +1,481.1% | +876.4% | +604.7% | +531.1% |
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