+101.1%
AKAM vs VCLT
+17.1%
+84.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.5% | -1.4% | +2.8% | +2.0% |
| 30D | -13.0% | -1.2% | -11.8% | -12.7% |
| 3M | -19.4% | -4.8% | -14.6% | -18.0% |
| 6M | +0.3% | -2.6% | +2.9% | +1.3% |
| YTD | +22.4% | -3.3% | +25.7% | +24.0% |
| 1Y | +34.8% | -4.8% | +39.7% | +37.3% |
| 3Y | +1.9% | +11.5% | -9.6% | -1.0% |
| 5Y | -4.6% | -17.0% | +12.4% | -4.1% |
| All | +101.1% | +17.1% | +84.1% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling