-10.2%
ADSK vs VCLT
-3.2%
-7.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.4% |
| 7D | +11.4% | +0.4% | +11.0% | +11.1% |
| 30D | +21.9% | +3.9% | +18.0% | +19.4% |
| 3M | +13.9% | -1.9% | +15.8% | +14.1% |
| 6M | +9.1% | -2.6% | +11.7% | +9.3% |
| YTD | -8.8% | -3.1% | -5.6% | -8.4% |
| 1Y | -10.2% | -3.6% | -6.7% | -9.7% |
| All | -10.2% | -3.2% | -7.0% | -9.7% |
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