+558.3%
FFIV vs VCLT
+102.7%
+455.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | -33.8% | +3.4% | -37.2% | -34.0% |
| 3M | -20.6% | -0.9% | -19.7% | -20.5% |
| 6M | -10.2% | -3.1% | -7.1% | -10.0% |
| YTD | +24.5% | -2.4% | +26.8% | +24.8% |
| 1Y | +29.3% | -2.7% | +32.0% | +29.6% |
| 3Y | +103.8% | +16.9% | +86.9% | +101.8% |
| 5Y | +40.9% | -17.0% | +57.9% | +35.6% |
| 10Y | +126.6% | +22.1% | +104.5% | +155.7% |
| All | +558.3% | +102.7% | +455.6% | +1,039.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling