+20.1%
COMP vs VCLT
-3.2%
+23.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +4.0% |
| 7D | +9.5% | +0.4% | +9.1% | +7.9% |
| 30D | +8.1% | +3.9% | +4.1% | -5.5% |
| 3M | -16.3% | -1.9% | -14.4% | -9.2% |
| 6M | +42.2% | -2.6% | +44.8% | +62.0% |
| YTD | -5.0% | -3.1% | -1.9% | +9.7% |
| 1Y | +20.1% | -3.6% | +23.7% | +39.5% |
| All | +20.1% | -3.2% | +23.3% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling