-50.4%
COMP vs VCLT
-10.5%
-39.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.4% | -5.3% |
| 7D | +7.2% | +0.2% | +7.0% | +7.0% |
| 30D | +6.4% | +2.3% | +4.1% | +2.2% |
| 3M | -19.4% | -1.1% | -18.4% | -16.9% |
| 6M | +14.6% | -4.2% | +18.7% | +27.2% |
| YTD | -5.5% | -3.4% | -2.1% | +4.3% |
| 1Y | +13.7% | -3.8% | +17.4% | +26.4% |
| 3Y | +409.7% | +14.7% | +395.0% | +325.1% |
| 5Y | -17.0% | -16.7% | -0.4% | -13.1% |
| All | -50.4% | -10.5% | -39.9% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling