-12.1%
COMP vs VCLT
-17.0%
+4.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | +0.7% |
| 7D | +8.9% | -1.9% | +10.8% | +13.7% |
| 30D | +14.0% | +1.4% | +12.5% | +11.2% |
| 3M | -21.1% | -1.8% | -19.4% | -17.1% |
| 6M | +20.1% | -3.9% | +24.0% | +33.6% |
| YTD | -5.0% | -3.9% | -1.1% | +6.8% |
| 1Y | +5.7% | -4.7% | +10.4% | +20.8% |
| 3Y | +412.2% | +14.1% | +398.2% | +323.3% |
| 5Y | -12.1% | -16.6% | +4.5% | +1.3% |
| All | -12.1% | -17.0% | +4.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling