+7.6%
COMP vs VCLT
-4.7%
+12.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +3.3% |
| 7D | 0.0% | -2.3% | +2.3% | +9.3% |
| 30D | +16.6% | +0.8% | +15.8% | +14.4% |
| 3M | -23.5% | -2.7% | -20.8% | -14.1% |
| 6M | +25.7% | -4.3% | +30.0% | +52.2% |
| YTD | -3.4% | -4.3% | +0.9% | +17.5% |
| 1Y | +7.6% | -4.4% | +11.9% | +31.0% |
| All | +7.6% | -4.7% | +12.2% | +31.0% |
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