+21.2%
ARM vs VCLT
-3.6%
+24.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | +0.3% |
| 7D | -10.4% | +0.2% | -10.6% | -11.1% |
| 30D | -31.8% | +2.8% | -34.7% | -38.0% |
| 3M | -32.2% | -0.5% | -31.7% | -30.9% |
| 6M | -14.9% | -3.7% | -11.2% | -3.1% |
| YTD | +66.0% | -2.9% | +68.9% | +83.2% |
| All | +21.2% | -3.6% | +24.8% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling