+157.5%
B vs VCLT
-15.1%
+172.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | +9.4% | -0.9% | +10.3% | +10.2% |
| 3M | +5.0% | -3.2% | +8.2% | +7.5% |
| 6M | -3.5% | -3.8% | +0.3% | -0.7% |
| YTD | +4.5% | -2.0% | +6.5% | +6.2% |
| 1Y | +67.8% | -0.8% | +68.6% | +69.1% |
| 3Y | +196.7% | +12.3% | +184.4% | +175.2% |
| All | +157.5% | -15.1% | +172.6% | +153.0% |
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 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