+345.9%
USB vs VCLT
+103.4%
+242.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.5% |
| 30D | -1.3% | -0.9% | -0.5% | -1.3% |
| 3M | +15.2% | -3.2% | +18.5% | +15.3% |
| 6M | +18.8% | -3.8% | +22.6% | +18.9% |
| YTD | +21.0% | -2.0% | +23.0% | +21.1% |
| 1Y | +34.0% | -0.8% | +34.8% | +34.1% |
| 3Y | +95.3% | +12.3% | +83.0% | +95.7% |
| 5Y | +40.4% | -15.4% | +55.8% | +32.6% |
| 10Y | +107.3% | +15.7% | +91.6% | +124.9% |
| All | +345.9% | +103.4% | +242.5% | +592.2% |
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 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