+1,218.8%
URI vs VCLT
+20.2%
+1,198.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.7% |
| 7D | -4.0% | +1.2% | -5.3% | -4.7% |
| 30D | +6.8% | +3.4% | +3.4% | +4.8% |
| 3M | -2.8% | -0.9% | -1.9% | -2.3% |
| 6M | +20.9% | -3.1% | +24.0% | +23.1% |
| YTD | +40.2% | -2.4% | +42.6% | +42.2% |
| 1Y | +34.1% | -2.7% | +36.7% | +36.3% |
| 3Y | +164.1% | +16.9% | +147.3% | +143.5% |
| 5Y | +199.3% | -17.0% | +216.3% | +218.1% |
| 10Y | +1,218.8% | +22.1% | +1,196.7% | +1,320.8% |
| All | +1,218.8% | +20.2% | +1,198.6% | +1,320.8% |
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 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