+253.9%
UMC vs VCLT
+11.3%
+242.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.8% |
| 7D | +11.4% | -1.3% | +12.7% | +12.2% |
| 30D | +16.8% | -1.1% | +17.9% | +17.5% |
| 3M | +19.1% | -3.7% | +22.8% | +21.9% |
| 6M | +137.4% | -4.0% | +141.5% | +143.4% |
| YTD | +186.4% | -3.4% | +189.8% | +192.6% |
| 1Y | +229.1% | -4.1% | +233.2% | +237.1% |
| All | +253.9% | +11.3% | +242.6% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling