+48.1%
AGG vs VCLT
+102.9%
-54.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | -0.7% | -2.9% | +2.2% | +0.3% |
| 6M | -1.8% | -4.0% | +2.2% | -0.4% |
| YTD | -0.6% | -2.2% | +1.7% | +0.2% |
| 1Y | +0.4% | -2.6% | +3.0% | +1.2% |
| 3Y | +13.2% | +12.3% | +0.9% | +8.6% |
| 5Y | -2.0% | -16.4% | +14.4% | +2.3% |
| 10Y | +15.1% | +18.1% | -3.0% | +8.0% |
| All | +48.1% | +102.9% | -54.8% | +19.2% |
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