+88.0%
UUUU vs VCLT
-17.2%
+105.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.2% | -5.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.1% |
| 30D | -7.8% | -1.1% | -6.7% | -6.9% |
| 3M | -0.4% | -3.7% | +3.2% | +2.5% |
| 6M | -32.9% | -4.0% | -28.9% | -30.6% |
| YTD | -6.3% | -3.4% | -2.9% | -3.5% |
| 1Y | +7.9% | -4.1% | +12.1% | +11.7% |
| 3Y | +85.2% | +11.0% | +74.2% | +75.1% |
| All | +88.0% | -17.2% | +105.2% | +65.2% |
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