+126.0%
GOOGL vs VCLT
+14.4%
+111.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +3.9% | -2.3% | +6.1% | +5.0% |
| 30D | -14.9% | +0.8% | -15.7% | -15.3% |
| 3M | -14.6% | -2.7% | -11.9% | -13.4% |
| 6M | -26.4% | -4.3% | -22.2% | -24.8% |
| YTD | -5.3% | -4.3% | -1.0% | -3.1% |
| 1Y | +6.5% | -4.4% | +10.8% | +9.0% |
| 3Y | +126.0% | +13.8% | +112.3% | +113.5% |
| All | +126.0% | +14.4% | +111.6% | +113.5% |
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