+136.0%
GOOG vs VCLT
-17.2%
+153.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.9% |
| 30D | -2.0% | -1.2% | -0.8% | -1.3% |
| 3M | -5.9% | -4.8% | -1.1% | -3.0% |
| 6M | +8.9% | -2.6% | +11.5% | +10.8% |
| YTD | +7.1% | -3.3% | +10.5% | +9.5% |
| 1Y | +39.7% | -4.8% | +44.5% | +44.0% |
| 3Y | +145.8% | +11.5% | +134.3% | +128.0% |
| All | +136.0% | -17.2% | +153.2% | +157.4% |
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 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