+67.2%
LIN vs VCLT
-15.9%
+83.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +8.0% | +2.8% | +5.3% | +6.8% |
| 3M | +7.7% | -0.4% | +8.1% | +7.8% |
| 6M | +5.1% | -3.1% | +8.2% | +6.4% |
| YTD | +24.7% | -2.7% | +27.4% | +26.0% |
| 1Y | +25.1% | -3.7% | +28.7% | +26.9% |
| 3Y | +36.8% | +15.6% | +21.3% | +28.2% |
| All | +67.2% | -15.9% | +83.1% | +67.6% |
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