+3.0%
AS vs VCLT
-3.4%
+6.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.8% |
| 7D | -3.0% | -0.6% | -2.5% | -2.0% |
| 30D | +9.6% | +2.8% | +6.8% | +4.3% |
| 3M | -8.2% | -0.4% | -7.8% | -7.3% |
| 6M | -9.9% | -3.1% | -6.8% | -3.7% |
| YTD | -16.8% | -2.7% | -14.1% | -11.8% |
| 1Y | +3.0% | -3.7% | +6.6% | +11.8% |
| All | +3.0% | -3.4% | +6.4% | +11.8% |
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