+82.2%
IBM vs VCLT
+14.4%
+67.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +1.6% | -2.3% | +3.8% | +2.9% |
| 30D | +9.2% | +0.8% | +8.4% | +8.7% |
| 3M | +4.9% | -2.7% | +7.6% | +6.5% |
| 6M | +16.8% | -4.3% | +21.1% | +19.4% |
| YTD | -14.3% | -4.3% | -10.0% | -12.3% |
| 1Y | -16.7% | -4.4% | -12.4% | -14.8% |
| 3Y | +82.2% | +13.8% | +68.5% | +80.4% |
| All | +82.2% | +14.4% | +67.8% | +80.4% |
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