+1,618.2%
HALO vs VCLT
+102.9%
+1,515.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | +50.2% | -2.9% | +53.1% | +50.8% |
| 6M | +57.6% | -4.0% | +61.6% | +58.4% |
| YTD | +59.6% | -2.2% | +61.8% | +60.0% |
| 1Y | +41.2% | -2.6% | +43.8% | +41.7% |
| 3Y | +178.9% | +12.3% | +166.6% | +176.2% |
| 5Y | +160.1% | -16.4% | +176.5% | +152.0% |
| 10Y | +967.5% | +18.1% | +949.4% | +1,075.8% |
| All | +1,618.2% | +102.9% | +1,515.3% | +3,210.1% |
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