+92.3%
MA vs VCLT
-16.9%
+109.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +14.7% | +3.7% | +11.0% | +12.9% |
| 3M | +13.5% | -1.0% | +14.5% | +13.9% |
| 6M | +33.1% | -3.4% | +36.5% | +35.0% |
| YTD | +15.1% | -2.6% | +17.7% | +16.2% |
| 1Y | +18.7% | -3.3% | +22.0% | +20.3% |
| 3Y | +72.1% | +17.3% | +54.8% | +59.3% |
| All | +92.3% | -16.9% | +109.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling