+872.3%
ALM vs VCLT
+16.4%
+855.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -7.2% | -0.6% | -6.6% | -6.5% |
| 30D | -26.4% | +2.8% | -29.1% | -28.5% |
| 3M | -38.6% | -0.4% | -38.2% | -38.2% |
| 6M | -61.0% | -3.1% | -57.9% | -59.4% |
| YTD | -7.4% | -2.7% | -4.7% | -4.0% |
| 1Y | +14.0% | -3.7% | +17.6% | +19.2% |
| All | +872.3% | +16.4% | +855.9% | +903.4% |
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 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