+59.6%
DD vs VCLT
-15.5%
+75.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -9.0% | -2.9% | -6.1% | -7.5% |
| 6M | -5.0% | -4.0% | -1.0% | -2.8% |
| YTD | +7.4% | -2.2% | +9.6% | +8.8% |
| 1Y | +35.1% | -2.6% | +37.7% | +37.1% |
| 3Y | +43.2% | +12.3% | +30.9% | +36.3% |
| 5Y | +59.6% | -16.4% | +76.0% | +63.2% |
| All | +59.6% | -15.5% | +75.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling