+41.8%
ALM vs VCLT
-3.2%
+45.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | -1.0% |
| 7D | -6.4% | +0.4% | -6.8% | -7.2% |
| 30D | -35.0% | +3.9% | -38.9% | -40.6% |
| 3M | -33.8% | -1.9% | -31.9% | -30.1% |
| 6M | -55.0% | -2.6% | -52.4% | -51.0% |
| YTD | -0.2% | -3.1% | +2.9% | +5.9% |
| 1Y | +41.8% | -3.6% | +45.3% | +51.5% |
| All | +41.8% | -3.2% | +45.0% | +51.5% |
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