+76.0%
VUG vs UL
+19.6%
+56.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -1.7% | -0.6% | -1.1% | -1.6% |
| 3M | +2.8% | +9.4% | -6.6% | +0.9% |
| 6M | +13.6% | -4.1% | +17.7% | +14.4% |
| YTD | +8.1% | -2.0% | +10.1% | +8.0% |
| 1Y | +13.1% | -9.0% | +22.0% | +14.8% |
| 3Y | +87.0% | +21.8% | +65.1% | +71.6% |
| 5Y | +76.0% | +20.6% | +55.4% | +53.6% |
| All | +76.0% | +19.6% | +56.4% | +53.6% |
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