+279.5%
UNP vs VCLT
+17.0%
+262.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -2.0% | -1.1% | -0.8% | -1.7% |
| 3M | +7.5% | -3.7% | +11.2% | +8.6% |
| 6M | +15.3% | -4.0% | +19.4% | +16.6% |
| YTD | +25.4% | -3.4% | +28.8% | +26.6% |
| 1Y | +35.6% | -4.1% | +39.7% | +37.1% |
| 3Y | +44.1% | +11.0% | +33.2% | +39.8% |
| 5Y | +54.0% | -17.0% | +71.0% | +58.2% |
| All | +279.5% | +17.0% | +262.4% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling