+49.5%
FND vs VCLT
+19.5%
+30.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +0.4% | +0.3% | +0.1% | 0.0% |
| 30D | -23.6% | -0.6% | -23.0% | -23.0% |
| 3M | +4.3% | -2.2% | +6.6% | +7.5% |
| 6M | -20.3% | -2.9% | -17.4% | -17.0% |
| YTD | -21.3% | -2.1% | -19.2% | -18.7% |
| 1Y | -45.4% | -2.6% | -42.8% | -43.1% |
| 3Y | -48.9% | +12.5% | -61.4% | -53.1% |
| 5Y | -61.0% | -15.3% | -45.7% | -55.5% |
| All | +49.5% | +19.5% | +30.0% | +70.5% |
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