+61.9%
D vs VCLT
+12.2%
+49.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -0.7% | -0.6% | -0.2% | -0.4% |
| 3M | +2.1% | -2.2% | +4.3% | +3.6% |
| 6M | +6.8% | -2.9% | +9.7% | +8.8% |
| YTD | +16.5% | -2.1% | +18.6% | +18.0% |
| 1Y | +19.2% | -2.6% | +21.7% | +21.1% |
| 3Y | +61.9% | +12.5% | +49.4% | +46.8% |
| All | +61.9% | +12.2% | +49.6% | +46.8% |
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