+186.7%
F vs VCLT
+102.2%
+84.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +2.6% | +3.7% | -1.0% | +1.8% |
| 3M | -8.8% | -1.0% | -7.8% | -8.6% |
| 6M | +4.6% | -3.4% | +8.0% | +5.5% |
| YTD | -1.9% | -2.6% | +0.7% | -1.2% |
| 1Y | -0.8% | -3.3% | +2.5% | +0.1% |
| 3Y | +43.5% | +17.3% | +26.2% | +40.6% |
| 5Y | -12.1% | -17.0% | +4.9% | -14.9% |
| 10Y | +83.6% | +18.1% | +65.5% | +97.2% |
| All | +186.7% | +102.2% | +84.5% | +369.7% |
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