+777.0%
FIX vs VCLT
+12.9%
+764.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.5% |
| 30D | -7.2% | -0.9% | -6.4% | -6.6% |
| 3M | -15.9% | -3.2% | -12.6% | -13.3% |
| 6M | +12.7% | -3.8% | +16.6% | +16.8% |
| YTD | +72.8% | -2.0% | +74.8% | +76.5% |
| 1Y | +122.9% | -0.8% | +123.7% | +126.0% |
| All | +777.0% | +12.9% | +764.1% | +712.0% |
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 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