+73.3%
D vs VCLT
+16.8%
+56.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +11.5% | +3.7% | +7.8% | +8.9% |
| 3M | +3.7% | -1.0% | +4.7% | +4.4% |
| 6M | +13.5% | -3.4% | +16.9% | +16.1% |
| YTD | +20.7% | -2.6% | +23.3% | +22.7% |
| 1Y | +18.2% | -3.3% | +21.5% | +20.8% |
| 3Y | +73.3% | +17.3% | +56.0% | +49.7% |
| All | +73.3% | +16.8% | +56.5% | +49.7% |
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