+282.6%
C vs VCLT
+102.2%
+180.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -6.0% | +3.7% | -9.6% | -6.1% |
| 3M | -10.5% | -1.0% | -9.6% | -10.5% |
| 6M | -5.7% | -3.4% | -2.4% | -5.6% |
| YTD | +4.1% | -2.6% | +6.7% | +4.2% |
| 1Y | +20.5% | -3.3% | +23.8% | +20.6% |
| 3Y | +208.1% | +17.3% | +190.8% | +209.5% |
| 5Y | +110.4% | -17.0% | +127.4% | +99.3% |
| 10Y | +234.6% | +18.1% | +216.5% | +277.9% |
| All | +282.6% | +102.2% | +180.5% | +610.8% |
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