+99.5%
FFIV vs VCLT
+14.6%
+84.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.4% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | -33.9% | +2.3% | -36.2% | -34.5% |
| 3M | -22.6% | -1.1% | -21.6% | -22.1% |
| 6M | -10.4% | -4.2% | -6.2% | -8.6% |
| YTD | +24.3% | -3.4% | +27.7% | +26.2% |
| 1Y | +31.8% | -3.8% | +35.6% | +34.0% |
| 3Y | +99.5% | +14.7% | +84.8% | +93.8% |
| All | +99.5% | +14.6% | +84.9% | +93.8% |
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