+10,919.1%
URI vs VCLT
+103.4%
+10,815.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -12.9% | -0.9% | -12.1% | -12.9% |
| 3M | -6.7% | -3.2% | -3.5% | -6.4% |
| 6M | +19.0% | -3.8% | +22.8% | +19.4% |
| YTD | +25.5% | -2.0% | +27.6% | +25.8% |
| 1Y | +5.5% | -0.8% | +6.3% | +5.7% |
| 3Y | +111.3% | +12.3% | +99.0% | +110.5% |
| 5Y | +198.6% | -15.4% | +214.0% | +179.1% |
| 10Y | +1,179.9% | +15.7% | +1,164.2% | +1,307.2% |
| All | +10,919.1% | +103.4% | +10,815.7% | +22,305.8% |
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 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