+291.3%
IR vs VCLT
+18.6%
+272.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -15.1% | -0.9% | -14.3% | -14.8% |
| 3M | +6.1% | -3.2% | +9.3% | +7.8% |
| 6M | -16.8% | -3.8% | -13.0% | -15.1% |
| YTD | -3.5% | -2.0% | -1.5% | -2.4% |
| 1Y | -3.5% | -0.8% | -2.7% | -2.9% |
| 3Y | +9.5% | +12.3% | -2.8% | +3.8% |
| 5Y | +45.1% | -15.4% | +60.5% | +52.9% |
| All | +291.3% | +18.6% | +272.7% | +315.9% |
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