+125.8%
M vs VCLT
+13.1%
+112.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.7% | -0.5% | +5.2% | +5.2% |
| 30D | -9.6% | -0.9% | -8.8% | -8.9% |
| 3M | +0.9% | -3.2% | +4.1% | +4.0% |
| 6M | +22.3% | -3.8% | +26.1% | +26.7% |
| YTD | +6.5% | -2.0% | +8.5% | +8.7% |
| 1Y | +38.8% | -0.8% | +39.6% | +40.1% |
| All | +125.8% | +13.1% | +112.6% | +106.8% |
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