+19.2%
UL vs VCLT
-17.3%
+36.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +6.0% | -3.7% | +9.7% | +7.4% |
| 6M | -5.5% | -4.0% | -1.5% | -4.1% |
| YTD | -3.3% | -3.4% | +0.1% | -2.1% |
| 1Y | -9.8% | -4.1% | -5.7% | -8.4% |
| 3Y | +20.1% | +11.0% | +9.2% | +16.4% |
| 5Y | +19.2% | -17.0% | +36.2% | +22.6% |
| All | +19.2% | -17.3% | +36.5% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling