-33.5%
UPS vs VCLT
-15.5%
-18.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | +0.1% | -3.9% | -3.8% |
| 3M | -6.6% | -2.9% | -3.7% | -5.2% |
| 6M | +2.6% | -4.0% | +6.5% | +4.5% |
| YTD | +4.8% | -2.2% | +7.0% | +5.9% |
| 1Y | +25.3% | -2.6% | +27.9% | +26.9% |
| 3Y | -26.9% | +12.3% | -39.1% | -30.2% |
| 5Y | -33.5% | -16.4% | -17.1% | -34.7% |
| All | -33.5% | -15.5% | -18.0% | -34.7% |
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