+125.4%
FFIV vs VCLT
+23.6%
+101.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -2.9% | -0.6% | -2.4% | -2.7% |
| 30D | -32.4% | +2.8% | -35.2% | -33.1% |
| 3M | -22.7% | -0.4% | -22.3% | -22.6% |
| 6M | -10.7% | -3.1% | -7.6% | -9.5% |
| YTD | +25.4% | -2.7% | +28.0% | +26.7% |
| 1Y | +34.2% | -3.7% | +37.8% | +36.1% |
| 3Y | +101.2% | +15.6% | +85.6% | +89.3% |
| 5Y | +42.0% | -15.8% | +57.7% | +47.5% |
| All | +125.4% | +23.6% | +101.8% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling