+236.9%
F vs VCLT
+103.4%
+133.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +4.6% | -0.9% | +5.4% | +4.8% |
| 3M | -3.7% | -3.2% | -0.4% | -2.9% |
| 6M | +16.8% | -3.8% | +20.6% | +17.9% |
| YTD | +15.3% | -2.0% | +17.3% | +15.9% |
| 1Y | +31.0% | -0.8% | +31.8% | +31.4% |
| 3Y | +45.4% | +12.3% | +33.2% | +43.1% |
| 5Y | +54.7% | -15.4% | +70.1% | +49.7% |
| 10Y | +98.2% | +15.7% | +82.5% | +108.9% |
| All | +236.9% | +103.4% | +133.5% | +451.2% |
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