-25.6%
AR vs VCLT
+51.3%
-76.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +6.4% | -1.9% | +8.3% | +6.7% |
| 30D | +3.1% | +1.4% | +1.7% | +2.8% |
| 3M | +3.3% | -1.8% | +5.0% | +3.5% |
| 6M | +6.6% | -3.9% | +10.5% | +7.2% |
| YTD | +12.3% | -3.9% | +16.2% | +12.9% |
| 1Y | +12.3% | -4.7% | +17.1% | +13.1% |
| 3Y | +50.4% | +14.1% | +36.4% | +45.7% |
| 5Y | +101.0% | -16.6% | +117.6% | +102.5% |
| 10Y | +57.5% | +21.4% | +36.1% | +73.0% |
| All | -25.6% | +51.3% | -76.9% | -3.2% |
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