+142.7%
FFIV vs VCLT
+12.2%
+130.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -2.7% | -0.6% | -2.1% | -2.4% |
| 3M | -1.7% | -2.2% | +0.6% | -0.8% |
| 6M | +36.1% | -2.9% | +39.0% | +37.6% |
| YTD | +52.6% | -2.1% | +54.7% | +53.7% |
| 1Y | +21.5% | -2.6% | +24.1% | +22.6% |
| 3Y | +142.7% | +12.5% | +130.2% | +133.6% |
| All | +142.7% | +12.2% | +130.4% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling