+806.8%
FIVE vs VCLT
+42.8%
+764.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +17.7% | +3.7% | +14.0% | +15.2% |
| 3M | +4.0% | -1.0% | +4.9% | +4.7% |
| 6M | +2.6% | -3.4% | +6.0% | +4.8% |
| YTD | +27.6% | -2.6% | +30.2% | +29.9% |
| 1Y | +59.9% | -3.3% | +63.2% | +63.5% |
| 3Y | +35.8% | +17.3% | +18.4% | +24.7% |
| 5Y | +14.4% | -17.0% | +31.4% | +23.4% |
| 10Y | +576.1% | +18.1% | +558.0% | +586.6% |
| All | +806.8% | +42.8% | +764.0% | +922.4% |
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