+715.6%
A vs VCLT
+103.4%
+612.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +6.9% | -0.9% | +7.8% | +7.1% |
| 3M | +9.2% | -3.2% | +12.5% | +9.9% |
| 6M | +25.7% | -3.8% | +29.5% | +26.5% |
| YTD | +11.5% | -2.0% | +13.6% | +12.0% |
| 1Y | +18.4% | -0.8% | +19.2% | +18.6% |
| 3Y | +26.6% | +12.3% | +14.3% | +25.2% |
| 5Y | -12.8% | -15.4% | +2.6% | -16.1% |
| 10Y | +247.2% | +15.7% | +231.4% | +271.7% |
| All | +715.6% | +103.4% | +612.2% | +1,326.0% |
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 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