+27.5%
URA vs VCLT
-17.5%
+45.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | -19.0% | +3.7% | -22.7% | -20.8% |
| 3M | -25.1% | -1.0% | -24.2% | -24.6% |
| 6M | -44.5% | -3.4% | -41.1% | -43.2% |
| YTD | -24.3% | -2.6% | -21.7% | -22.8% |
| 1Y | -28.1% | -3.3% | -24.8% | -26.4% |
| 3Y | +40.7% | +17.3% | +23.3% | +30.3% |
| All | +27.5% | -17.5% | +45.0% | +18.1% |
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