+2,953.0%
MA vs VCLT
+100.6%
+2,852.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +11.8% | +2.3% | +9.5% | +11.3% |
| 3M | +17.2% | -1.1% | +18.2% | +17.4% |
| 6M | +33.4% | -4.2% | +37.6% | +34.5% |
| YTD | +16.1% | -3.4% | +19.5% | +16.9% |
| 1Y | +19.9% | -3.8% | +23.7% | +20.8% |
| 3Y | +70.1% | +14.7% | +55.4% | +65.7% |
| 5Y | +89.6% | -16.7% | +106.3% | +89.9% |
| 10Y | +568.4% | +20.5% | +547.9% | +614.6% |
| All | +2,953.0% | +100.6% | +2,852.4% | +4,263.2% |
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 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