-10.4%
DOW vs VCLT
+12.1%
-22.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +2.0% | -0.6% | +2.5% | +2.1% |
| 3M | -12.5% | -2.2% | -10.3% | -12.0% |
| 6M | -9.2% | -2.9% | -6.3% | -8.6% |
| YTD | +30.8% | -2.1% | +32.8% | +31.3% |
| 1Y | +29.4% | -2.6% | +32.0% | +30.2% |
| 3Y | -34.6% | +12.5% | -47.1% | -37.3% |
| 5Y | -35.9% | -15.3% | -20.7% | -34.4% |
| All | -10.4% | +12.1% | -22.6% | +15.9% |
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