+26.4%
USB vs VCLT
-17.3%
+43.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | +0.8% | +1.2% | -0.5% | +0.2% |
| 30D | +6.8% | +3.4% | +3.4% | +5.2% |
| 3M | -3.8% | -0.9% | -2.9% | -3.4% |
| 6M | +11.7% | -3.1% | +14.9% | +13.3% |
| YTD | +17.5% | -2.4% | +19.8% | +18.7% |
| 1Y | +33.8% | -2.7% | +36.4% | +35.3% |
| 3Y | +104.2% | +16.9% | +87.4% | +92.4% |
| 5Y | +26.4% | -17.0% | +43.4% | +0.2% |
| All | +26.4% | -17.3% | +43.7% | +0.2% |
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 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