+759.3%
LIN vs VCLT
+100.6%
+658.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +7.9% | +2.3% | +5.6% | +7.4% |
| 3M | +6.3% | -1.1% | +7.4% | +6.5% |
| 6M | +6.5% | -4.2% | +10.7% | +7.4% |
| YTD | +23.6% | -3.4% | +27.0% | +24.4% |
| 1Y | +25.7% | -3.8% | +29.5% | +26.6% |
| 3Y | +35.6% | +14.7% | +20.9% | +32.3% |
| 5Y | +65.9% | -16.7% | +82.5% | +66.4% |
| 10Y | +412.1% | +20.5% | +391.6% | +438.1% |
| All | +759.3% | +100.6% | +658.8% | +1,032.4% |
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