+26.2%
MAR vs VCLT
-0.4%
+26.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -4.2% | -0.5% | -3.6% | -3.6% |
| 30D | -6.7% | -0.9% | -5.8% | -5.8% |
| 3M | -12.5% | -3.2% | -9.2% | -9.0% |
| 6M | +0.6% | -3.8% | +4.4% | +4.4% |
| YTD | +9.1% | -2.0% | +11.1% | +12.1% |
| 1Y | +26.2% | -0.8% | +27.0% | +28.2% |
| All | +26.2% | -0.4% | +26.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling