+143.3%
M vs VCLT
+103.4%
+39.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -9.6% | -0.9% | -8.8% | -9.5% |
| 3M | +0.9% | -3.2% | +4.1% | +1.5% |
| 6M | +22.3% | -3.8% | +26.1% | +23.1% |
| YTD | +6.5% | -2.0% | +8.5% | +7.0% |
| 1Y | +38.8% | -0.8% | +39.6% | +39.1% |
| 3Y | +115.9% | +12.3% | +103.6% | +113.9% |
| 5Y | +28.6% | -15.4% | +44.0% | +23.4% |
| 10Y | -2.5% | +15.7% | -18.3% | +5.0% |
| All | +143.3% | +103.4% | +39.9% | +298.1% |
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