+37.7%
B vs VCLT
+103.4%
-65.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +9.4% | -0.9% | +10.3% | +10.1% |
| 3M | +5.0% | -3.2% | +8.2% | +7.4% |
| 6M | -3.5% | -3.8% | +0.3% | -0.9% |
| YTD | +4.5% | -2.0% | +6.5% | +6.1% |
| 1Y | +67.8% | -0.8% | +68.6% | +69.0% |
| 3Y | +196.7% | +12.3% | +184.4% | +175.6% |
| 5Y | +151.9% | -15.4% | +167.3% | +175.4% |
| 10Y | +202.2% | +15.7% | +186.4% | +172.4% |
| All | +37.7% | +103.4% | -65.7% | +16.0% |
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 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