+7,705.7%
ALM vs VCLT
+47.5%
+7,658.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +32.0% | -0.9% | +32.9% | +32.4% |
| 3M | -15.0% | -3.2% | -11.8% | -14.0% |
| 6M | -10.1% | -3.8% | -6.3% | -8.8% |
| YTD | +99.4% | -2.0% | +101.4% | +101.2% |
| 1Y | +316.4% | -0.8% | +317.2% | +319.1% |
| 3Y | +2,022.0% | +12.3% | +2,009.7% | +1,967.5% |
| 5Y | +941.2% | -15.4% | +956.6% | +961.1% |
| 10Y | +2,950.3% | +15.7% | +2,934.6% | +2,963.9% |
| All | +7,705.7% | +47.5% | +7,658.3% | +8,083.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling