+313.8%
ALM vs VCLT
-2.6%
+316.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.7% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +33.8% | +0.1% | +33.7% | +32.7% |
| 3M | +14.8% | -2.9% | +17.7% | +22.9% |
| 6M | -7.0% | -4.0% | -3.0% | +1.9% |
| YTD | +108.1% | -2.2% | +110.3% | +116.3% |
| 1Y | +313.8% | -2.6% | +316.4% | +340.0% |
| All | +313.8% | -2.6% | +316.4% | +340.0% |
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