+56.9%
FIVE vs VCLT
+13.1%
+43.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.7% |
| 30D | +12.5% | -0.9% | +13.4% | +13.4% |
| 3M | +31.2% | -3.2% | +34.5% | +34.9% |
| 6M | +14.4% | -3.8% | +18.2% | +18.2% |
| YTD | +33.9% | -2.0% | +35.9% | +36.3% |
| 1Y | +65.1% | -0.8% | +65.9% | +66.4% |
| All | +56.9% | +13.1% | +43.8% | +52.1% |
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