+708.9%
FFIV vs VCLT
+103.4%
+605.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -5.1% | -0.9% | -4.2% | -5.0% |
| 3M | -4.5% | -3.2% | -1.2% | -4.1% |
| 6M | +36.5% | -3.8% | +40.3% | +37.0% |
| YTD | +53.0% | -2.0% | +55.0% | +53.3% |
| 1Y | +24.2% | -0.8% | +25.0% | +24.3% |
| 3Y | +137.2% | +12.3% | +124.9% | +135.2% |
| 5Y | +91.8% | -15.4% | +107.2% | +84.9% |
| 10Y | +215.2% | +15.7% | +199.4% | +242.5% |
| All | +708.9% | +103.4% | +605.5% | +1,299.8% |
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 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