+409.7%
COMP vs VCLT
+14.6%
+395.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.4% | -4.7% |
| 7D | +7.2% | +0.2% | +7.0% | +6.9% |
| 30D | +6.4% | +2.3% | +4.1% | +1.1% |
| 3M | -19.4% | -1.1% | -18.4% | -16.3% |
| 6M | +14.6% | -4.2% | +18.7% | +30.1% |
| YTD | -5.5% | -3.4% | -2.1% | +6.4% |
| 1Y | +13.7% | -3.8% | +17.4% | +29.1% |
| 3Y | +409.7% | +14.7% | +395.0% | +296.8% |
| All | +409.7% | +14.6% | +395.1% | +296.8% |
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