+29.2%
ALL vs VCLT
-4.7%
+33.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +5.0% | -2.3% | +7.3% | +5.2% |
| 30D | +13.3% | +0.8% | +12.6% | +13.3% |
| 3M | +3.2% | -2.7% | +5.8% | +2.7% |
| 6M | +25.3% | -4.3% | +29.6% | +24.7% |
| YTD | +30.5% | -4.3% | +34.8% | +29.6% |
| 1Y | +29.2% | -4.4% | +33.6% | +28.4% |
| All | +29.2% | -4.7% | +33.9% | +28.4% |
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