-51.3%
IT vs VCLT
+11.3%
-62.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -12.7% | -1.3% | -11.4% | -12.2% |
| 30D | -8.9% | -1.1% | -7.8% | -8.4% |
| 3M | +10.1% | -3.7% | +13.8% | +11.7% |
| 6M | +7.3% | -4.0% | +11.3% | +8.9% |
| YTD | -32.4% | -3.4% | -29.0% | -31.5% |
| 1Y | -26.6% | -4.1% | -22.5% | -25.5% |
| All | -51.3% | +11.3% | -62.6% | -54.0% |
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