+17.2%
COMP vs VCLT
-3.7%
+20.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | 0.0% |
| 7D | +1.4% | -0.5% | +1.9% | +3.8% |
| 30D | -13.3% | -0.9% | -12.5% | -9.4% |
| 3M | +41.1% | -3.2% | +44.4% | +66.1% |
| 6M | +17.2% | -3.8% | +21.0% | +40.4% |
| All | +17.2% | -3.7% | +20.9% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling