+35.8%
FIVE vs VCLT
+16.8%
+18.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.3% | +0.3% | -0.5% | -0.5% |
| 30D | +17.7% | +3.7% | +14.0% | +13.7% |
| 3M | +4.0% | -1.0% | +4.9% | +5.0% |
| 6M | +2.6% | -3.4% | +6.0% | +6.0% |
| YTD | +27.6% | -2.6% | +30.2% | +30.9% |
| 1Y | +59.9% | -3.3% | +63.2% | +65.2% |
| 3Y | +35.8% | +17.3% | +18.4% | +18.0% |
| All | +35.8% | +16.8% | +18.9% | +18.0% |
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