+30.5%
ULST price history and return analytics
+226.9%
-196.4%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +0.2% | -1.4% | +1.7% | +0.3% |
| 3M | +0.8% | +4.7% | -3.9% | +0.8% |
| 6M | +1.5% | +11.4% | -9.9% | +1.4% |
| YTD | +2.1% | +13.1% | -11.0% | +1.9% |
| 1Y | +3.3% | +19.0% | -15.7% | +3.1% |
| 3Y | +15.1% | +73.9% | -58.9% | +14.2% |
| 5Y | +19.7% | +65.4% | -45.6% | +18.9% |
| All | +30.5% | +226.9% | -196.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling