+22.1%
B vs VCLT
+100.6%
-78.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.4% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | -3.3% | +2.3% | -5.6% | -4.7% |
| 3M | -2.5% | -1.1% | -1.5% | -1.8% |
| 6M | -7.2% | -4.2% | -3.1% | -4.4% |
| YTD | -7.4% | -3.4% | -4.0% | -5.0% |
| 1Y | +16.4% | -3.8% | +20.2% | +19.8% |
| 3Y | +178.7% | +14.7% | +164.0% | +156.2% |
| 5Y | +121.7% | -16.7% | +138.4% | +145.1% |
| 10Y | +208.6% | +20.5% | +188.1% | +173.5% |
| All | +22.1% | +100.6% | -78.4% | +3.9% |
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