-9.1%
LOW vs VCLT
+12.6%
-21.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | -8.1% | -2.9% | -5.2% | -5.3% |
| 6M | -19.8% | -4.0% | -15.8% | -16.4% |
| YTD | -16.4% | -2.2% | -14.1% | -14.3% |
| 1Y | -24.7% | -2.6% | -22.1% | -22.5% |
| All | -9.1% | +12.6% | -21.7% | -16.3% |
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