+11,417.8%
URI vs VCLT
+102.2%
+11,315.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | +1.7% | +3.7% | -1.9% | +1.4% |
| 3M | -9.1% | -1.0% | -8.1% | -9.0% |
| 6M | +9.9% | -3.4% | +13.2% | +10.2% |
| YTD | +31.2% | -2.6% | +33.8% | +31.6% |
| 1Y | +25.9% | -3.3% | +29.2% | +26.3% |
| 3Y | +147.4% | +17.3% | +130.1% | +147.1% |
| 5Y | +179.7% | -17.0% | +196.8% | +160.9% |
| 10Y | +1,419.5% | +18.1% | +1,401.4% | +1,622.3% |
| All | +11,417.8% | +102.2% | +11,315.7% | +23,334.3% |
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 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