+8.5%
IR vs VCLT
+12.2%
-3.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -13.6% | -0.6% | -13.1% | -13.3% |
| 3M | +3.7% | -2.2% | +5.9% | +5.3% |
| 6M | -13.1% | -2.9% | -10.2% | -11.3% |
| YTD | -5.1% | -2.1% | -3.1% | -3.6% |
| 1Y | -6.5% | -2.6% | -3.9% | -4.7% |
| 3Y | +8.5% | +12.5% | -4.0% | 0.0% |
| All | +8.5% | +12.2% | -3.7% | 0.0% |
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 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