-21.9%
AS vs VCLT
-0.4%
-21.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.4% |
| 7D | -4.9% | -0.5% | -4.4% | -4.0% |
| 30D | -19.6% | -0.9% | -18.7% | -18.3% |
| 3M | -14.4% | -3.2% | -11.1% | -9.5% |
| 6M | -20.1% | -3.8% | -16.3% | -16.7% |
| YTD | -20.9% | -2.0% | -18.9% | -18.0% |
| 1Y | -21.9% | -0.8% | -21.1% | -18.6% |
| All | -21.9% | -0.4% | -21.4% | -18.6% |
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