+878.4%
IT vs VCLT
+98.6%
+779.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.1% | -2.3% | +3.3% | +1.5% |
| 30D | -1.8% | +0.8% | -2.6% | -1.9% |
| 3M | +4.8% | -2.7% | +7.5% | +5.4% |
| 6M | +33.0% | -4.3% | +37.3% | +34.1% |
| YTD | -23.8% | -4.3% | -19.5% | -23.2% |
| 1Y | -16.5% | -4.4% | -12.2% | -15.8% |
| 3Y | -53.6% | +13.8% | -67.4% | -54.6% |
| 5Y | -42.1% | -17.0% | -25.2% | -42.4% |
| 10Y | +90.1% | +20.9% | +69.2% | +105.7% |
| All | +878.4% | +98.6% | +779.7% | +1,276.5% |
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