-20.7%
FDS vs VCLT
-15.1%
-5.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +1.6% | -0.6% | +2.1% | +1.9% |
| 3M | +17.7% | -2.2% | +20.0% | +19.0% |
| 6M | +29.1% | -2.9% | +31.9% | +30.8% |
| YTD | +1.0% | -2.1% | +3.0% | +1.9% |
| 1Y | -21.6% | -2.6% | -19.0% | -20.7% |
| 3Y | -30.1% | +12.5% | -42.6% | -34.4% |
| 5Y | -20.7% | -15.3% | -5.5% | -24.1% |
| All | -20.7% | -15.1% | -5.6% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling