+115.0%
UMC vs VCLT
-3.2%
+118.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -3.0% |
| 7D | -14.7% | +0.4% | -15.1% | -15.0% |
| 30D | -32.9% | +3.9% | -36.8% | -36.0% |
| 3M | -22.2% | -1.9% | -20.2% | -19.5% |
| 6M | +25.9% | -2.6% | +28.5% | +33.1% |
| YTD | +107.9% | -3.1% | +111.0% | +117.6% |
| 1Y | +115.0% | -3.6% | +118.6% | +124.7% |
| All | +115.0% | -3.2% | +118.3% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling