+632.8%
LYB vs VCLT
+94.2%
+538.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -1.4% | +1.6% | +0.2% |
| 30D | +2.5% | -1.2% | +3.6% | +2.4% |
| 3M | +1.4% | -4.8% | +6.2% | +1.4% |
| 6M | -3.5% | -2.6% | -0.9% | -3.5% |
| YTD | +52.0% | -3.3% | +55.3% | +51.9% |
| 1Y | +22.1% | -4.8% | +26.9% | +22.1% |
| 3Y | -22.8% | +11.5% | -34.3% | -22.6% |
| 5Y | -3.4% | -17.0% | +13.6% | -7.8% |
| 10Y | +47.4% | +16.7% | +30.6% | +63.2% |
| All | +632.8% | +94.2% | +538.7% | +1,177.4% |
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