+45.9%
UPS vs VCLT
+21.5%
+24.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.8% | -2.3% | +6.0% | +4.5% |
| 30D | +17.4% | +0.8% | +16.6% | +17.1% |
| 3M | +8.2% | -2.7% | +10.9% | +9.0% |
| 6M | +17.9% | -4.3% | +22.2% | +19.4% |
| YTD | +18.7% | -4.3% | +23.0% | +20.2% |
| 1Y | +24.8% | -4.4% | +29.2% | +26.4% |
| 3Y | -4.5% | +13.8% | -18.3% | -6.9% |
| 5Y | -33.2% | -17.0% | -16.3% | -33.0% |
| All | +45.9% | +21.5% | +24.4% | +47.4% |
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