+778.8%
IT vs VCLT
+103.3%
+675.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -9.1% | +0.3% | -9.4% | -9.2% |
| 30D | -7.0% | -0.6% | -6.4% | -6.9% |
| 3M | +7.6% | -2.2% | +9.9% | +8.1% |
| 6M | +2.1% | -2.9% | +5.0% | +2.6% |
| YTD | -31.6% | -2.1% | -29.5% | -31.4% |
| 1Y | -29.9% | -2.6% | -27.3% | -29.6% |
| 3Y | -51.3% | +12.5% | -63.8% | -52.3% |
| 5Y | -44.8% | -15.3% | -29.5% | -45.3% |
| 10Y | +91.4% | +16.6% | +74.7% | +101.4% |
| All | +778.8% | +103.3% | +675.4% | +1,130.7% |
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 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