-16.8%
FDS vs VCLT
-0.4%
-16.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | +9.0% | -0.9% | +9.9% | +9.2% |
| 3M | +18.9% | -3.2% | +22.1% | +19.7% |
| 6M | +35.1% | -3.8% | +38.9% | +36.8% |
| YTD | +5.5% | -2.0% | +7.5% | +5.7% |
| 1Y | -16.8% | -0.8% | -16.0% | -19.5% |
| All | -16.8% | -0.4% | -16.4% | -19.5% |
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