+1,948.8%
GOOGL vs VCLT
+98.6%
+1,850.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.9% | -2.3% | +6.1% | +4.4% |
| 30D | -14.9% | +0.8% | -15.7% | -15.1% |
| 3M | -14.6% | -2.7% | -11.9% | -14.0% |
| 6M | -26.4% | -4.3% | -22.2% | -25.7% |
| YTD | -5.3% | -4.3% | -1.0% | -4.3% |
| 1Y | +6.5% | -4.4% | +10.8% | +7.7% |
| 3Y | +126.0% | +13.8% | +112.3% | +120.1% |
| 5Y | +100.8% | -17.0% | +117.8% | +100.5% |
| 10Y | +673.8% | +20.9% | +652.9% | +723.8% |
| All | +1,948.8% | +98.6% | +1,850.2% | +2,728.3% |
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