-100.0%
SPXU vs VCLT
+100.6%
-200.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.2% |
| 7D | +6.4% | -1.3% | +7.6% | +5.6% |
| 30D | +5.9% | -1.1% | +7.1% | +5.4% |
| 3M | -11.7% | -3.7% | -8.0% | -13.2% |
| 6M | -28.7% | -4.0% | -24.7% | -29.8% |
| YTD | -26.4% | -3.4% | -23.0% | -27.2% |
| 1Y | -35.2% | -4.1% | -31.1% | -36.2% |
| 3Y | -79.8% | +11.0% | -90.8% | -78.3% |
| 5Y | -86.1% | -17.0% | -69.0% | -84.9% |
| 10Y | -99.5% | +16.7% | -116.2% | -99.6% |
| All | -100.0% | +100.6% | -200.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling