-22.6%
FPS vs VCLT
-3.5%
-19.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -19.0% |
| 7D | -23.3% | +0.4% | -23.7% | -23.9% |
| 30D | -42.4% | +3.9% | -46.4% | -48.3% |
| 3M | -43.0% | -1.9% | -41.1% | -39.1% |
| 6M | -44.5% | -2.6% | -41.9% | -38.1% |
| All | -22.6% | -3.5% | -19.1% | -13.4% |
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 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