+468.0%
UUUU vs VCLT
+17.1%
+450.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -10.5% | -1.4% | -9.2% | -9.9% |
| 30D | -10.5% | -1.2% | -9.3% | -9.9% |
| 3M | -14.1% | -4.8% | -9.4% | -11.9% |
| 6M | -35.5% | -2.6% | -32.9% | -34.3% |
| YTD | -10.9% | -3.3% | -7.6% | -9.0% |
| 1Y | +3.4% | -4.8% | +8.2% | +6.3% |
| 3Y | +73.1% | +11.5% | +61.6% | +65.8% |
| 5Y | +87.1% | -17.0% | +104.1% | +94.5% |
| All | +468.0% | +17.1% | +450.9% | +465.9% |
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