-46.5%
FRSH vs VCLT
+11.4%
-57.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -6.6% | -1.4% | -5.2% | -5.4% |
| 30D | +2.1% | -1.2% | +3.3% | +3.3% |
| 3M | +29.0% | -4.8% | +33.7% | +34.8% |
| 6M | +48.6% | -2.6% | +51.2% | +51.9% |
| YTD | -2.9% | -3.3% | +0.4% | 0.0% |
| 1Y | -7.9% | -4.8% | -3.1% | -3.8% |
| 3Y | -46.5% | +11.5% | -58.0% | -53.0% |
| All | -46.5% | +11.4% | -57.9% | -53.0% |
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