+84.9%
USB vs VCLT
+20.7%
+64.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +6.4% | +2.3% | +4.1% | +5.7% |
| 3M | -4.5% | -1.1% | -3.4% | -4.2% |
| 6M | +11.4% | -4.2% | +15.5% | +12.8% |
| YTD | +17.1% | -3.4% | +20.5% | +18.3% |
| 1Y | +32.6% | -3.8% | +36.4% | +34.1% |
| 3Y | +101.8% | +14.7% | +87.1% | +95.3% |
| 5Y | +25.1% | -16.7% | +41.8% | +25.3% |
| 10Y | +84.9% | +20.5% | +64.4% | +117.4% |
| All | +84.9% | +20.7% | +64.2% | +117.4% |
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