+109.7%
UL vs VCLT
+21.5%
+88.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | +4.5% | +0.8% | +3.8% | +4.3% |
| 3M | +6.5% | -2.7% | +9.1% | +7.2% |
| 6M | +18.2% | -4.3% | +22.5% | +19.5% |
| YTD | +4.7% | -4.3% | +9.0% | +5.9% |
| 1Y | +0.8% | -4.4% | +5.1% | +2.0% |
| 3Y | +35.9% | +13.8% | +22.1% | +32.2% |
| 5Y | +33.4% | -17.0% | +50.4% | +36.4% |
| All | +109.7% | +21.5% | +88.2% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling