+30.1%
B vs VCLT
+102.7%
-72.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +11.3% | +1.2% | +10.1% | +10.5% |
| 30D | +2.9% | +3.4% | -0.4% | +0.8% |
| 3M | -2.9% | -0.9% | -2.0% | -2.2% |
| 6M | -1.2% | -3.1% | +1.9% | +1.1% |
| YTD | -1.3% | -2.4% | +1.0% | +0.5% |
| 1Y | +30.4% | -2.7% | +33.1% | +33.1% |
| 3Y | +195.3% | +16.9% | +178.4% | +168.1% |
| 5Y | +146.2% | -17.0% | +163.2% | +172.5% |
| 10Y | +200.5% | +22.1% | +178.4% | +164.0% |
| All | +30.1% | +102.7% | -72.6% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling