+57.4%
INTC vs VCLT
-3.2%
+60.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -5.6% |
| 7D | -39.0% | +0.4% | -39.4% | -39.4% |
| 30D | -49.8% | +3.9% | -53.8% | -53.9% |
| 3M | -42.2% | -1.9% | -40.3% | -38.9% |
| 6M | -39.2% | -2.6% | -36.5% | -33.9% |
| YTD | +57.9% | -3.1% | +61.0% | +69.2% |
| 1Y | +57.4% | -3.6% | +60.9% | +70.7% |
| All | +57.4% | -3.2% | +60.6% | +70.7% |
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