+857.6%
FIVE vs VCLT
+43.2%
+814.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.4% |
| 7D | +6.2% | +1.2% | +4.9% | +5.4% |
| 30D | +18.2% | +3.4% | +14.8% | +15.9% |
| 3M | +3.8% | -0.9% | +4.7% | +4.5% |
| 6M | +13.7% | -3.1% | +16.9% | +16.0% |
| YTD | +34.7% | -2.4% | +37.1% | +36.9% |
| 1Y | +66.6% | -2.7% | +69.3% | +69.7% |
| 3Y | +44.3% | +16.9% | +27.4% | +32.8% |
| 5Y | +18.8% | -17.0% | +35.8% | +28.0% |
| 10Y | +569.2% | +22.1% | +547.1% | +587.0% |
| All | +857.6% | +43.2% | +814.4% | +978.0% |
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 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