-31.0%
URA vs VCLT
+83.7%
-114.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.4% | -0.9% | +8.2% | +7.6% |
| 3M | -8.4% | -3.2% | -5.1% | -7.8% |
| 6M | -12.7% | -3.8% | -8.9% | -12.0% |
| YTD | +7.8% | -2.0% | +9.8% | +8.3% |
| 1Y | +19.5% | -0.8% | +20.3% | +19.9% |
| 3Y | +116.4% | +12.3% | +104.1% | +113.8% |
| 5Y | +134.3% | -15.4% | +149.7% | +129.0% |
| 10Y | +359.3% | +15.7% | +343.5% | +377.7% |
| All | -31.0% | +83.7% | -114.7% | -0.5% |
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 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