+109.2%
ALL vs VCLT
+15.4%
+93.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | +10.6% | +3.4% | +7.2% | +9.9% |
| 3M | -4.6% | -0.9% | -3.7% | -4.5% |
| 6M | +20.2% | -3.1% | +23.3% | +20.8% |
| YTD | +23.7% | -2.4% | +26.1% | +24.0% |
| 1Y | +27.9% | -2.7% | +30.5% | +28.3% |
| 3Y | +109.2% | +16.9% | +92.3% | +104.7% |
| All | +109.2% | +15.4% | +93.7% | +104.7% |
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 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