-2.9%
ADSK vs VCLT
+11.4%
-14.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -1.4% | -1.2% | -1.8% |
| 30D | -14.9% | -1.2% | -13.7% | -14.3% |
| 3M | +3.3% | -4.8% | +8.1% | +6.0% |
| 6M | -15.7% | -2.6% | -13.1% | -14.6% |
| YTD | -28.2% | -3.3% | -24.9% | -27.0% |
| 1Y | -34.5% | -4.8% | -29.7% | -32.9% |
| 3Y | -2.9% | +11.5% | -14.4% | -9.7% |
| All | -2.9% | +11.4% | -14.3% | -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 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