+448.7%
FIX vs VCLT
+16.8%
+431.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -17.5% | +0.3% | -17.7% | -17.7% |
| 30D | -41.6% | +3.7% | -45.2% | -43.5% |
| 3M | -40.6% | -1.0% | -39.6% | -40.3% |
| 6M | -49.4% | -3.4% | -46.0% | -47.8% |
| YTD | +9.2% | -2.6% | +11.8% | +12.1% |
| 1Y | +6.5% | -3.3% | +9.7% | +10.0% |
| 3Y | +448.7% | +17.3% | +431.4% | +376.6% |
| All | +448.7% | +16.8% | +431.9% | +376.6% |
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