+154.9%
MAR vs VCLT
-16.3%
+171.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -4.7% | +0.1% | -4.8% | -4.7% |
| 3M | -15.6% | -2.9% | -12.7% | -14.4% |
| 6M | +1.2% | -4.0% | +5.2% | +3.3% |
| YTD | +7.5% | -2.2% | +9.7% | +8.9% |
| 1Y | +26.6% | -2.6% | +29.2% | +28.4% |
| 3Y | +66.0% | +12.3% | +53.7% | +57.7% |
| All | +154.9% | -16.3% | +171.3% | +155.8% |
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