+876.3%
HALO vs VCLT
+17.1%
+859.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.7% | -1.4% | -1.4% | -2.1% |
| 30D | +5.3% | -1.2% | +6.5% | +5.9% |
| 3M | +51.6% | -4.8% | +56.3% | +55.1% |
| 6M | +61.3% | -2.6% | +63.8% | +63.2% |
| YTD | +59.3% | -3.3% | +62.6% | +61.9% |
| 1Y | +38.3% | -4.8% | +43.1% | +41.6% |
| 3Y | +185.9% | +11.5% | +174.3% | +171.2% |
| 5Y | +159.9% | -17.0% | +176.9% | +177.9% |
| All | +876.3% | +17.1% | +859.2% | +951.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling