+279.8%
D vs VCLT
+102.2%
+177.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +11.5% | +3.7% | +7.8% | +10.4% |
| 3M | +3.7% | -1.0% | +4.7% | +4.0% |
| 6M | +13.5% | -3.4% | +16.9% | +14.6% |
| YTD | +20.7% | -2.6% | +23.3% | +21.6% |
| 1Y | +18.2% | -3.3% | +21.5% | +19.3% |
| 3Y | +73.3% | +17.3% | +56.0% | +67.1% |
| 5Y | +12.3% | -17.0% | +29.3% | +14.0% |
| 10Y | +43.4% | +18.1% | +25.3% | +41.5% |
| All | +279.8% | +102.2% | +177.6% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling