+6.9%
FPS vs VCLT
-2.6%
+9.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -17.6% | +0.1% | -17.7% | -18.2% |
| 3M | -45.8% | -2.9% | -42.9% | -39.9% |
| 6M | -10.1% | -4.0% | -6.2% | -0.3% |
| All | +6.9% | -2.6% | +9.5% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling