+145.8%
M vs VCLT
+102.2%
+43.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | +1.3% | +3.7% | -2.4% | +0.6% |
| 3M | -7.4% | -1.0% | -6.4% | -7.2% |
| 6M | +18.3% | -3.4% | +21.7% | +19.1% |
| YTD | +7.6% | -2.6% | +10.2% | +8.2% |
| 1Y | +17.4% | -3.3% | +20.7% | +18.2% |
| 3Y | +108.4% | +17.3% | +91.0% | +106.2% |
| 5Y | -10.6% | -17.0% | +6.4% | -14.3% |
| 10Y | -3.2% | +18.1% | -21.3% | +6.0% |
| All | +145.8% | +102.2% | +43.6% | +302.6% |
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