+16.9%
A vs VCLT
-4.4%
+21.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -2.6% | -1.4% | -1.3% | -0.9% |
| 30D | -0.9% | -1.2% | +0.3% | +0.6% |
| 3M | +13.6% | -4.8% | +18.4% | +21.2% |
| 6M | +27.8% | -2.6% | +30.4% | +32.3% |
| YTD | +8.6% | -3.3% | +12.0% | +13.4% |
| 1Y | +16.9% | -4.8% | +21.7% | +25.4% |
| All | +16.9% | -4.4% | +21.3% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling