+1,199.2%
VUG vs UL
+503.0%
+696.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +4.4% | -2.5% | +6.9% | +5.5% |
| 30D | -7.3% | +5.7% | -13.0% | -9.8% |
| 3M | -4.2% | +7.0% | -11.2% | -7.4% |
| 6M | -1.6% | +16.1% | -17.6% | -8.7% |
| YTD | +4.9% | +3.6% | +1.3% | +1.5% |
| 1Y | +3.8% | -1.4% | +5.2% | +2.3% |
| 3Y | +79.4% | +34.1% | +45.4% | +50.4% |
| 5Y | +63.9% | +32.0% | +31.9% | +35.6% |
| 10Y | +404.0% | +104.7% | +299.3% | +224.4% |
| All | +1,199.2% | +503.0% | +696.2% | +400.1% |
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