+24.2%
FDS vs VCLT
-4.8%
+29.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.1% |
| 7D | -2.6% | -1.9% | -0.7% | -1.4% |
| 30D | +14.1% | +1.4% | +12.6% | +13.2% |
| 3M | +19.8% | -1.8% | +21.5% | +20.2% |
| 6M | +55.0% | -3.9% | +58.9% | +55.1% |
| YTD | +15.9% | -3.9% | +19.8% | +17.2% |
| 1Y | +24.2% | -4.7% | +28.9% | +25.5% |
| All | +24.2% | -4.8% | +29.0% | +25.5% |
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