-46.3%
IT vs VCLT
-15.5%
-30.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -12.2% | +0.1% | -12.3% | -12.2% |
| 3M | +7.8% | -2.9% | +10.7% | +9.2% |
| 6M | +2.0% | -4.0% | +5.9% | +3.8% |
| YTD | -32.7% | -2.2% | -30.5% | -32.1% |
| 1Y | -31.1% | -2.6% | -28.5% | -30.4% |
| 3Y | -52.1% | +12.3% | -64.4% | -55.2% |
| 5Y | -46.3% | -16.4% | -29.9% | -40.6% |
| All | -46.3% | -15.5% | -30.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling