-13.3%
IBM vs VCLT
-3.2%
-10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.6% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +14.8% | +3.9% | +10.8% | +10.2% |
| 3M | +8.9% | -1.9% | +10.9% | +11.0% |
| 6M | +12.4% | -2.6% | +15.1% | +15.1% |
| YTD | -12.4% | -3.1% | -9.3% | -10.9% |
| 1Y | -13.3% | -3.6% | -9.7% | -11.2% |
| All | -13.3% | -3.2% | -10.0% | -11.2% |
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