+1,932.8%
MAR vs VCLT
+98.6%
+1,834.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | +13.8% | +0.8% | +13.1% | +13.6% |
| 3M | +20.3% | -2.7% | +23.0% | +20.8% |
| 6M | +21.3% | -4.3% | +25.6% | +22.3% |
| YTD | +37.2% | -4.3% | +41.5% | +38.4% |
| 1Y | +48.4% | -4.4% | +52.8% | +49.7% |
| 3Y | +120.1% | +13.8% | +106.4% | +116.9% |
| 5Y | +182.1% | -17.0% | +199.0% | +179.5% |
| 10Y | +530.2% | +20.9% | +509.3% | +599.0% |
| All | +1,932.8% | +98.6% | +1,834.2% | +3,272.0% |
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