+377.5%
URA vs VCLT
+16.9%
+360.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +5.6% | +0.1% | +5.5% | +5.6% |
| 3M | +6.2% | -2.9% | +9.1% | +7.6% |
| 6M | -8.2% | -4.0% | -4.3% | -6.5% |
| YTD | +9.7% | -2.2% | +11.9% | +11.0% |
| 1Y | +17.0% | -2.6% | +19.6% | +18.6% |
| 3Y | +118.5% | +12.3% | +106.2% | +110.1% |
| 5Y | +134.3% | -16.4% | +150.7% | +141.6% |
| 10Y | +377.5% | +18.1% | +359.4% | +353.5% |
| All | +377.5% | +16.9% | +360.5% | +353.5% |
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