+7.4%
DAR vs VCLT
+12.6%
-5.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +7.4% | +0.1% | +7.3% | +7.3% |
| 3M | +15.7% | -2.9% | +18.6% | +17.1% |
| 6M | +30.0% | -4.0% | +34.0% | +32.2% |
| YTD | +87.5% | -2.2% | +89.8% | +88.6% |
| 1Y | +113.4% | -2.6% | +116.0% | +115.1% |
| All | +7.4% | +12.6% | -5.2% | +1.0% |
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