+4.3%
DT vs VCLT
+12.6%
-8.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.1% | +0.1% | -0.1% | 0.0% |
| 3M | +24.1% | -2.9% | +27.0% | +25.5% |
| 6M | +30.1% | -4.0% | +34.1% | +32.1% |
| YTD | +16.8% | -2.2% | +19.0% | +17.7% |
| 1Y | -0.1% | -2.6% | +2.5% | +0.8% |
| All | +4.3% | +12.6% | -8.3% | -4.4% |
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