-26.5%
AR vs VCLT
+53.3%
-79.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.1% | -0.6% | +2.6% | +2.2% |
| 30D | +4.5% | +2.8% | +1.7% | +4.0% |
| 3M | +1.0% | -0.4% | +1.4% | +1.0% |
| 6M | +4.4% | -3.1% | +7.5% | +4.9% |
| YTD | +10.9% | -2.7% | +13.5% | +11.2% |
| 1Y | +8.6% | -3.7% | +12.2% | +9.1% |
| 3Y | +48.5% | +15.6% | +32.9% | +43.5% |
| 5Y | +95.7% | -15.8% | +111.5% | +96.9% |
| 10Y | +55.5% | +23.0% | +32.4% | +70.4% |
| All | -26.5% | +53.3% | -79.8% | -4.7% |
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 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