+41.2%
USB vs VCLT
-15.0%
+56.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.7% |
| 30D | -1.3% | -0.9% | -0.5% | -1.0% |
| 3M | +15.2% | -3.2% | +18.5% | +16.8% |
| 6M | +18.8% | -3.8% | +22.6% | +20.7% |
| YTD | +21.0% | -2.0% | +23.0% | +22.0% |
| 1Y | +34.0% | -0.8% | +34.8% | +34.4% |
| 3Y | +95.3% | +12.3% | +83.0% | +86.5% |
| All | +41.2% | -15.0% | +56.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling