+153.7%
ALL vs VCLT
+12.2%
+141.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -4.7% | -0.6% | -4.1% | -4.6% |
| 3M | +18.4% | -2.2% | +20.6% | +18.9% |
| 6M | +20.5% | -2.9% | +23.4% | +21.1% |
| YTD | +23.5% | -2.1% | +25.6% | +23.9% |
| 1Y | +29.0% | -2.6% | +31.6% | +29.5% |
| 3Y | +153.7% | +12.5% | +141.2% | +147.6% |
| All | +153.7% | +12.2% | +141.5% | +147.6% |
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 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