+748.2%
ADSK vs VCLT
+102.9%
+645.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -19.3% | +0.1% | -19.4% | -19.3% |
| 3M | -7.8% | -2.9% | -4.9% | -7.0% |
| 6M | -20.8% | -4.0% | -16.8% | -19.8% |
| YTD | -30.2% | -2.2% | -27.9% | -29.8% |
| 1Y | -36.5% | -2.6% | -33.9% | -36.0% |
| 3Y | -5.7% | +12.3% | -18.0% | -8.8% |
| 5Y | -28.2% | -16.4% | -11.8% | -29.1% |
| 10Y | +209.1% | +18.1% | +191.1% | +234.6% |
| All | +748.2% | +102.9% | +645.3% | +1,369.7% |
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 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