+66.8%
AA vs VCLT
+14.4%
+52.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.3% |
| 7D | +0.5% | -2.3% | +2.8% | +3.1% |
| 30D | -0.6% | +0.8% | -1.3% | -1.4% |
| 3M | -19.7% | -2.7% | -17.0% | -17.2% |
| 6M | -41.6% | -4.3% | -37.3% | -38.5% |
| YTD | -24.6% | -4.3% | -20.3% | -21.0% |
| 1Y | +4.9% | -4.4% | +9.2% | +10.1% |
| 3Y | +66.8% | +13.8% | +53.1% | +55.4% |
| All | +66.8% | +14.4% | +52.4% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling