+67.9%
FIVE vs VCLT
-2.4%
+70.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +3.7% | +0.3% | +3.4% | +3.3% |
| 30D | +4.0% | -0.6% | +4.5% | +4.8% |
| 3M | +36.2% | -2.2% | +38.5% | +39.6% |
| 6M | +18.0% | -2.9% | +20.9% | +21.3% |
| YTD | +34.9% | -2.1% | +36.9% | +37.7% |
| 1Y | +67.9% | -2.6% | +70.5% | +72.6% |
| All | +67.9% | -2.4% | +70.3% | +72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling