+240.3%
UMC vs VCLT
-4.4%
+244.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.4% | +10.4% | +10.4% |
| 30D | +17.2% | -1.2% | +18.4% | +18.5% |
| 3M | +11.4% | -4.8% | +16.2% | +16.7% |
| 6M | +137.5% | -2.6% | +140.1% | +147.6% |
| YTD | +193.1% | -3.3% | +196.5% | +203.0% |
| 1Y | +240.3% | -4.8% | +245.1% | +253.7% |
| All | +240.3% | -4.4% | +244.7% | +253.7% |
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