-37.1%
DOW vs VCLT
-17.2%
-19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -3.9% | -1.2% | -2.8% | -3.6% |
| 3M | -12.7% | -4.8% | -7.9% | -11.3% |
| 6M | -13.7% | -2.6% | -11.1% | -13.3% |
| YTD | +28.4% | -3.3% | +31.7% | +29.4% |
| 1Y | +21.8% | -4.8% | +26.6% | +23.6% |
| 3Y | -35.7% | +11.5% | -47.2% | -38.2% |
| All | -37.1% | -17.2% | -19.9% | -44.7% |
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 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