+239.8%
IBM vs VCLT
+103.4%
+136.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.3% | -0.9% | +1.1% | +0.4% |
| 3M | -21.6% | -3.2% | -18.4% | -21.3% |
| 6M | -4.7% | -3.8% | -0.9% | -4.3% |
| YTD | -19.1% | -2.0% | -17.1% | -18.9% |
| 1Y | -2.5% | -0.8% | -1.7% | -2.4% |
| 3Y | +74.2% | +12.3% | +61.9% | +72.4% |
| 5Y | +113.1% | -15.4% | +128.5% | +112.3% |
| 10Y | +133.5% | +15.7% | +117.8% | +139.5% |
| All | +239.8% | +103.4% | +136.4% | +342.0% |
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