+715.8%
VTV vs UL
+470.7%
+245.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.4% |
| 7D | -0.7% | -3.2% | +2.6% | +0.8% |
| 30D | -0.5% | -0.6% | +0.1% | -0.3% |
| 3M | +5.3% | +9.4% | -4.1% | +0.5% |
| 6M | +12.9% | -4.1% | +17.0% | +14.0% |
| YTD | +18.5% | -2.0% | +20.5% | +18.1% |
| 1Y | +25.3% | -9.0% | +34.2% | +28.8% |
| 3Y | +68.2% | +21.8% | +46.4% | +48.4% |
| 5Y | +80.6% | +20.6% | +60.0% | +56.3% |
| 10Y | +232.9% | +67.7% | +165.2% | +132.4% |
| All | +715.8% | +470.7% | +245.1% | +205.0% |
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