+4.4%
GOOGL vs VCLT
-3.2%
+7.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.1% |
| 7D | -11.1% | +0.4% | -11.5% | -11.5% |
| 30D | -16.6% | +3.9% | -20.6% | -20.3% |
| 3M | -23.4% | -1.9% | -21.5% | -21.2% |
| 6M | -24.5% | -2.6% | -21.9% | -21.6% |
| YTD | -7.5% | -3.1% | -4.4% | -4.0% |
| 1Y | +4.4% | -3.6% | +7.9% | +9.6% |
| All | +4.4% | -3.2% | +7.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling