+340.2%
C vs VCLT
+103.4%
+236.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +0.1% | -0.9% | +0.9% | +0.1% |
| 3M | +2.4% | -3.2% | +5.7% | +2.5% |
| 6M | +24.9% | -3.8% | +28.7% | +25.1% |
| YTD | +19.8% | -2.0% | +21.8% | +19.9% |
| 1Y | +44.9% | -0.8% | +45.7% | +44.9% |
| 3Y | +263.0% | +12.3% | +250.7% | +263.4% |
| 5Y | +129.5% | -15.4% | +144.9% | +117.9% |
| 10Y | +291.6% | +15.7% | +275.9% | +332.1% |
| All | +340.2% | +103.4% | +236.8% | +717.7% |
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