+134.9%
AS vs VCLT
+1.7%
+133.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.6% |
| 7D | +6.9% | +0.3% | +6.7% | +6.5% |
| 30D | +16.0% | +3.7% | +12.3% | +10.3% |
| 3M | -12.8% | -1.5% | -11.4% | -11.0% |
| 6M | -15.4% | -3.8% | -11.5% | -10.5% |
| YTD | -15.7% | -3.1% | -12.6% | -11.6% |
| 1Y | +6.1% | -3.8% | +9.8% | +12.3% |
| All | +134.9% | +1.7% | +133.1% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling