+89.4%
DD vs VCLT
+14.4%
+75.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +5.0% | -2.3% | +7.2% | +6.9% |
| 30D | +19.7% | +0.8% | +18.9% | +18.9% |
| 3M | +7.2% | -2.7% | +9.9% | +9.5% |
| 6M | +1.0% | -4.3% | +5.3% | +4.6% |
| YTD | +29.1% | -4.3% | +33.4% | +33.7% |
| 1Y | +28.5% | -4.4% | +32.8% | +33.1% |
| 3Y | +89.4% | +13.8% | +75.7% | +78.8% |
| All | +89.4% | +14.4% | +75.0% | +78.8% |
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