-24.2%
AR vs VCLT
+54.3%
-78.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.8% | -0.9% | +15.7% | +14.9% |
| 3M | +6.2% | -3.2% | +9.5% | +6.8% |
| 6M | +4.3% | -3.8% | +8.1% | +4.9% |
| YTD | +14.4% | -2.0% | +16.4% | +14.6% |
| 1Y | +21.3% | -0.8% | +22.1% | +21.2% |
| 3Y | +39.8% | +12.3% | +27.5% | +35.9% |
| 5Y | +142.1% | -15.4% | +157.5% | +143.5% |
| 10Y | +52.0% | +15.7% | +36.3% | +59.9% |
| All | -24.2% | +54.3% | -78.5% | -1.7% |
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