-21.4%
FDS vs VCLT
-2.7%
-18.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +13.9% | -2.9% | +16.8% | +14.5% |
| 6M | +27.4% | -4.0% | +31.3% | +28.9% |
| YTD | -2.5% | -2.2% | -0.2% | -2.2% |
| All | -21.4% | -2.7% | -18.7% | -20.1% |
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