+1,236.2%
UMC vs VCLT
+103.3%
+1,132.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +16.6% | -0.6% | +17.1% | +16.7% |
| 3M | +11.0% | -2.2% | +13.3% | +11.6% |
| 6M | +131.3% | -2.9% | +134.2% | +132.8% |
| YTD | +182.5% | -2.1% | +184.5% | +183.8% |
| 1Y | +222.3% | -2.6% | +224.8% | +224.0% |
| 3Y | +253.0% | +12.5% | +240.5% | +246.6% |
| 5Y | +141.8% | -15.3% | +157.1% | +137.4% |
| 10Y | +1,772.2% | +16.6% | +1,755.6% | +1,840.7% |
| All | +1,236.2% | +103.3% | +1,132.9% | +1,816.1% |
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