+43.5%
F vs VCLT
+16.8%
+26.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | +2.6% | +3.7% | -1.0% | -0.7% |
| 3M | -8.8% | -1.0% | -7.8% | -8.0% |
| 6M | +4.6% | -3.4% | +8.0% | +8.0% |
| YTD | -1.9% | -2.6% | +0.7% | +0.7% |
| 1Y | -0.8% | -3.3% | +2.5% | +2.4% |
| 3Y | +43.5% | +17.3% | +26.2% | +22.6% |
| All | +43.5% | +16.8% | +26.6% | +22.6% |
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