+9.0%
UUUU vs VCLT
+100.6%
-91.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.2% | -6.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -7.8% | -1.1% | -6.7% | -7.6% |
| 3M | -0.4% | -3.7% | +3.2% | +0.2% |
| 6M | -32.9% | -4.0% | -28.9% | -32.4% |
| YTD | -6.3% | -3.4% | -2.9% | -5.7% |
| 1Y | +7.9% | -4.1% | +12.1% | +8.7% |
| 3Y | +85.2% | +11.0% | +74.2% | +84.5% |
| 5Y | +97.0% | -17.0% | +114.0% | +88.0% |
| 10Y | +492.6% | +16.7% | +475.9% | +555.0% |
| All | +9.0% | +100.6% | -91.5% | +108.3% |
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