+16,451.1%
FIX vs VCLT
+103.4%
+16,347.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -7.2% | -0.9% | -6.4% | -7.1% |
| 3M | -15.9% | -3.2% | -12.6% | -15.4% |
| 6M | +12.7% | -3.8% | +16.6% | +13.5% |
| YTD | +72.8% | -2.0% | +74.8% | +73.5% |
| 1Y | +122.9% | -0.8% | +123.7% | +123.5% |
| 3Y | +774.3% | +12.3% | +762.0% | +766.7% |
| 5Y | +2,049.5% | -15.4% | +2,064.9% | +1,970.5% |
| 10Y | +5,821.5% | +15.7% | +5,805.7% | +6,196.4% |
| All | +16,451.1% | +103.4% | +16,347.7% | +27,071.4% |
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