+61.7%
DAR vs VCLT
-4.7%
+66.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +0.9% |
| 7D | +11.6% | -2.3% | +13.8% | +10.3% |
| 30D | -10.2% | +0.8% | -11.0% | -9.9% |
| 3M | -14.8% | -2.7% | -12.2% | -15.6% |
| 6M | -10.1% | -4.3% | -5.8% | -11.3% |
| YTD | +55.5% | -4.3% | +59.8% | +50.1% |
| 1Y | +61.7% | -4.4% | +66.0% | +56.3% |
| All | +61.7% | -4.7% | +66.3% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling