+235.2%
UL vs VCLT
+103.4%
+131.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +0.5% | -0.9% | +1.3% | +0.6% |
| 3M | +17.6% | -3.2% | +20.8% | +18.0% |
| 6M | -5.4% | -3.8% | -1.6% | -5.0% |
| YTD | +0.7% | -2.0% | +2.7% | +0.9% |
| 1Y | -9.3% | -0.8% | -8.4% | -9.1% |
| 3Y | +24.5% | +12.3% | +12.3% | +23.5% |
| 5Y | +23.2% | -15.4% | +38.6% | +21.8% |
| 10Y | +64.5% | +15.7% | +48.7% | +69.5% |
| All | +235.2% | +103.4% | +131.8% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling