+2,234.2%
GOOG vs VCLT
+103.3%
+2,130.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -5.1% | -0.6% | -4.5% | -4.9% |
| 3M | -7.1% | -2.2% | -4.8% | -6.6% |
| 6M | +12.7% | -2.9% | +15.5% | +13.5% |
| YTD | +7.1% | -2.1% | +9.1% | +7.7% |
| 1Y | +43.6% | -2.6% | +46.2% | +44.6% |
| 3Y | +146.8% | +12.5% | +134.3% | +140.4% |
| 5Y | +133.7% | -15.3% | +149.0% | +132.1% |
| 10Y | +773.3% | +16.6% | +756.7% | +803.2% |
| All | +2,234.2% | +103.3% | +2,130.8% | +3,095.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling