+276.8%
D vs VCLT
+102.1%
+174.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.4% | -0.6% | -1.9% | -2.3% |
| 30D | +9.0% | +2.8% | +6.2% | +8.2% |
| 3M | +1.0% | -0.4% | +1.3% | +1.1% |
| 6M | +11.0% | -3.1% | +14.1% | +12.0% |
| YTD | +19.8% | -2.7% | +22.4% | +20.6% |
| 1Y | +16.0% | -3.7% | +19.6% | +17.1% |
| 3Y | +74.4% | +15.6% | +58.8% | +68.6% |
| 5Y | +13.5% | -15.8% | +29.3% | +15.1% |
| 10Y | +48.4% | +23.0% | +25.3% | +46.5% |
| All | +276.8% | +102.1% | +174.7% | +338.4% |
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 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