+144.1%
UMC vs VCLT
-17.2%
+161.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.9% |
| 30D | +17.2% | -1.2% | +18.4% | +18.0% |
| 3M | +11.4% | -4.8% | +16.2% | +14.7% |
| 6M | +137.5% | -2.6% | +140.1% | +141.9% |
| YTD | +193.1% | -3.3% | +196.5% | +199.5% |
| 1Y | +240.3% | -4.8% | +245.1% | +250.3% |
| 3Y | +262.2% | +11.5% | +250.7% | +238.9% |
| All | +144.1% | -17.2% | +161.3% | +155.7% |
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 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