+24.8%
LOW vs VCLT
+14.4%
+10.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +1.4% | -2.3% | +3.7% | +4.1% |
| 30D | +21.7% | +0.8% | +20.9% | +20.9% |
| 3M | +5.0% | -2.7% | +7.7% | +8.3% |
| 6M | +4.6% | -4.3% | +8.9% | +10.0% |
| YTD | -3.5% | -4.3% | +0.8% | +1.6% |
| 1Y | +0.5% | -4.4% | +4.9% | +5.9% |
| 3Y | +24.8% | +13.8% | +11.0% | +14.0% |
| All | +24.8% | +14.4% | +10.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling