+137.8%
AS vs VCLT
+1.4%
+136.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -0.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.2% |
| 30D | +13.2% | +2.3% | +10.9% | +9.7% |
| 3M | -11.9% | -1.1% | -10.9% | -10.6% |
| 6M | -11.6% | -4.2% | -7.4% | -6.0% |
| YTD | -14.7% | -3.4% | -11.3% | -10.1% |
| 1Y | +5.7% | -3.8% | +9.5% | +12.0% |
| All | +137.8% | +1.4% | +136.3% | +137.1% |
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