+264.5%
D vs VCLT
+103.4%
+161.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | -0.5% | +1.0% | +0.6% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | -1.0% | -3.2% | +2.3% | -0.1% |
| 6M | +6.3% | -3.8% | +10.1% | +7.4% |
| YTD | +14.7% | -2.0% | +16.7% | +15.3% |
| 1Y | +16.9% | -0.8% | +17.7% | +17.1% |
| 3Y | +56.8% | +12.3% | +44.5% | +52.5% |
| 5Y | +5.2% | -15.4% | +20.6% | +6.4% |
| 10Y | +35.9% | +15.7% | +20.1% | +33.7% |
| All | +264.5% | +103.4% | +161.1% | +323.2% |
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