+43.4%
CAPR vs VCLT
+12.2%
+31.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.5% | +0.3% | -9.8% | -9.8% |
| 30D | +121.5% | -0.6% | +122.1% | +123.1% |
| 3M | -65.4% | -2.2% | -63.1% | -64.8% |
| 6M | -67.5% | -2.9% | -64.6% | -66.7% |
| YTD | -68.6% | -2.1% | -66.5% | -68.2% |
| 1Y | +42.7% | -2.6% | +45.3% | +45.6% |
| 3Y | +43.4% | +12.5% | +30.9% | +30.5% |
| All | +43.4% | +12.2% | +31.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling