+1,157.2%
URI vs VCLT
+15.5%
+1,141.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -12.5% | -0.6% | -12.0% | -12.3% |
| 3M | -6.2% | -2.2% | -3.9% | -5.0% |
| 6M | +25.9% | -2.9% | +28.8% | +27.9% |
| YTD | +26.2% | -2.1% | +28.3% | +27.7% |
| 1Y | +5.5% | -2.6% | +8.1% | +7.1% |
| 3Y | +125.0% | +12.5% | +112.5% | +112.0% |
| 5Y | +210.4% | -15.3% | +225.7% | +224.0% |
| 10Y | +1,157.2% | +16.6% | +1,140.6% | +1,313.3% |
| All | +1,157.2% | +15.5% | +1,141.6% | +1,313.3% |
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