+851.7%
FIVE vs VCLT
+43.7%
+808.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.6% |
| 30D | +12.5% | -0.9% | +13.4% | +13.1% |
| 3M | +31.2% | -3.2% | +34.5% | +33.9% |
| 6M | +14.4% | -3.8% | +18.2% | +17.2% |
| YTD | +33.9% | -2.0% | +35.9% | +35.7% |
| 1Y | +65.1% | -0.8% | +65.9% | +66.1% |
| 3Y | +49.0% | +12.3% | +36.7% | +39.9% |
| 5Y | +30.3% | -15.4% | +45.7% | +39.0% |
| 10Y | +481.1% | +15.7% | +465.4% | +480.3% |
| All | +851.7% | +43.7% | +808.0% | +968.5% |
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