+19.7%
COMP vs VCLT
-3.1%
+22.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.9% |
| 7D | +13.4% | +0.3% | +13.2% | +12.3% |
| 30D | +11.1% | +3.7% | +7.4% | -2.4% |
| 3M | -18.8% | -1.0% | -17.9% | -14.9% |
| 6M | +10.5% | -3.4% | +13.9% | +28.2% |
| YTD | -3.4% | -2.6% | -0.8% | +9.6% |
| 1Y | +19.7% | -3.3% | +23.0% | +38.0% |
| All | +19.7% | -3.1% | +22.8% | +38.0% |
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 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