+16.3%
FIX vs VCLT
-4.8%
+21.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -1.5% |
| 7D | +17.0% | -1.9% | +18.9% | +19.2% |
| 30D | -30.6% | +1.4% | -32.0% | -32.2% |
| 3M | -35.0% | -1.8% | -33.3% | -33.6% |
| 6M | -44.0% | -3.9% | -40.0% | -39.3% |
| YTD | +21.1% | -3.9% | +25.1% | +29.7% |
| 1Y | +16.3% | -4.7% | +21.0% | +29.2% |
| All | +16.3% | -4.8% | +21.0% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling