+209.9%
UPS vs VCLT
+103.3%
+106.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | -2.3% | -0.6% | -1.7% | -2.3% |
| 3M | -5.2% | -2.2% | -3.0% | -5.0% |
| 6M | +1.4% | -2.9% | +4.3% | +1.6% |
| YTD | +6.1% | -2.1% | +8.2% | +6.3% |
| 1Y | +27.0% | -2.6% | +29.6% | +27.3% |
| 3Y | -25.9% | +12.5% | -38.4% | -26.1% |
| 5Y | -34.6% | -15.3% | -19.3% | -36.9% |
| 10Y | +36.2% | +16.6% | +19.5% | +42.7% |
| All | +209.9% | +103.3% | +106.6% | +322.8% |
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 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