-75.0%
FRSH vs VCLT
-17.6%
-57.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -6.6% | -1.4% | -5.2% | -5.5% |
| 30D | +2.1% | -1.2% | +3.3% | +3.2% |
| 3M | +29.0% | -4.8% | +33.7% | +34.6% |
| 6M | +48.6% | -2.6% | +51.2% | +51.9% |
| YTD | -2.9% | -3.3% | +0.4% | -0.1% |
| 1Y | -7.9% | -4.8% | -3.1% | -4.0% |
| 3Y | -46.5% | +11.5% | -58.0% | -51.7% |
| All | -75.0% | -17.6% | -57.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling