+304.9%
DD vs VCLT
+103.4%
+201.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | -10.3% | -0.9% | -9.5% | -10.2% |
| 3M | -7.5% | -3.2% | -4.3% | -7.2% |
| 6M | -8.0% | -3.8% | -4.2% | -7.7% |
| YTD | +10.5% | -2.0% | +12.5% | +10.7% |
| 1Y | +38.3% | -0.8% | +39.1% | +38.4% |
| 3Y | +42.5% | +12.3% | +30.2% | +42.1% |
| 5Y | +60.2% | -15.4% | +75.6% | +53.9% |
| 10Y | +68.9% | +15.7% | +53.1% | +82.1% |
| All | +304.9% | +103.4% | +201.5% | +613.7% |
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