+91.7%
USB vs VCLT
+17.8%
+74.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +5.8% | +3.7% | +2.2% | +4.8% |
| 3M | -6.0% | -1.5% | -4.5% | -5.6% |
| 6M | +7.8% | -3.8% | +11.6% | +9.0% |
| YTD | +14.6% | -3.1% | +17.7% | +15.6% |
| 1Y | +31.8% | -3.8% | +35.5% | +33.2% |
| 3Y | +91.5% | +16.7% | +74.8% | +84.8% |
| 5Y | +22.0% | -17.4% | +39.5% | +22.0% |
| All | +91.7% | +17.8% | +74.0% | +120.2% |
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