+123.4%
AS vs VCLT
+0.4%
+123.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -4.9% | -2.3% | -2.6% | -1.8% |
| 30D | +3.9% | +0.8% | +3.1% | +2.9% |
| 3M | -9.6% | -2.7% | -6.9% | -6.1% |
| 6M | -8.7% | -4.3% | -4.4% | -2.7% |
| YTD | -19.8% | -4.3% | -15.5% | -14.3% |
| 1Y | -1.5% | -4.4% | +2.8% | +5.3% |
| All | +123.4% | +0.4% | +123.0% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling