+14.3%
A vs VCLT
-16.7%
+31.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | -2.3% | +1.8% | +1.2% |
| 30D | 0.0% | +0.8% | -0.8% | -0.6% |
| 3M | +16.7% | -2.7% | +19.4% | +18.9% |
| 6M | +54.8% | -4.3% | +59.1% | +59.7% |
| YTD | +28.8% | -4.3% | +33.1% | +33.0% |
| 1Y | +19.3% | -4.4% | +23.7% | +23.3% |
| 3Y | +65.5% | +13.8% | +51.8% | +52.5% |
| All | +14.3% | -16.7% | +31.0% | +25.0% |
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