-23.3%
FDS vs VCLT
-17.0%
-6.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.2% |
| 7D | -2.6% | -1.9% | -0.7% | -1.5% |
| 30D | +14.1% | +1.4% | +12.6% | +13.2% |
| 3M | +19.8% | -1.8% | +21.5% | +21.0% |
| 6M | +55.0% | -3.9% | +58.9% | +58.1% |
| YTD | +15.9% | -3.9% | +19.8% | +18.3% |
| 1Y | +24.2% | -4.7% | +28.9% | +27.2% |
| 3Y | -24.0% | +14.1% | -38.1% | -29.4% |
| 5Y | -23.3% | -16.6% | -6.7% | -22.4% |
| All | -23.3% | -17.0% | -6.4% | -22.4% |
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