+87.8%
DT vs VCLT
-1.9%
+89.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.1% | -2.3% | +5.4% | +4.6% |
| 30D | -29.5% | +0.8% | -30.3% | -29.9% |
| 3M | -11.7% | -2.7% | -9.1% | -10.2% |
| 6M | +29.0% | -4.3% | +33.3% | +32.6% |
| YTD | +3.4% | -4.3% | +7.7% | +6.2% |
| 1Y | -4.2% | -4.4% | +0.1% | -1.6% |
| 3Y | -12.8% | +13.8% | -26.6% | -21.4% |
| 5Y | -39.6% | -17.0% | -22.6% | -32.8% |
| All | +87.8% | -1.9% | +89.7% | +142.3% |
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