+31.6%
FDS vs VCLT
-3.2%
+34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.3% |
| 7D | +9.4% | +0.4% | +9.0% | +9.2% |
| 30D | +23.8% | +3.9% | +19.8% | +21.4% |
| 3M | +25.1% | -1.9% | +27.1% | +24.9% |
| 6M | +53.8% | -2.6% | +56.4% | +52.3% |
| YTD | +19.6% | -3.1% | +22.7% | +20.0% |
| 1Y | +31.6% | -3.6% | +35.2% | +32.1% |
| All | +31.6% | -3.2% | +34.9% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling