+397.5%
LUV vs VCLT
+102.9%
+294.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | -13.4% | +0.1% | -13.6% | -13.5% |
| 3M | -9.6% | -2.9% | -6.7% | -8.4% |
| 6M | -8.9% | -4.0% | -4.9% | -7.2% |
| YTD | -5.2% | -2.2% | -2.9% | -4.0% |
| 1Y | +27.0% | -2.6% | +29.6% | +28.8% |
| 3Y | +39.6% | +12.3% | +27.4% | +35.2% |
| 5Y | -14.4% | -16.4% | +2.0% | -12.0% |
| 10Y | +17.3% | +18.1% | -0.8% | +19.1% |
| All | +397.5% | +102.9% | +294.6% | +526.4% |
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