+1,393.6%
MKTX vs VCLT
+100.6%
+1,293.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | +41.1% | -3.7% | +44.8% | +42.3% |
| 6M | -9.5% | -4.0% | -5.5% | -8.8% |
| YTD | -8.7% | -3.4% | -5.3% | -8.1% |
| 1Y | -10.0% | -4.1% | -5.8% | -9.2% |
| 3Y | -24.6% | +11.0% | -35.6% | -26.4% |
| 5Y | -60.3% | -17.0% | -43.3% | -60.9% |
| 10Y | +5.0% | +16.7% | -11.7% | +13.7% |
| All | +1,393.6% | +100.6% | +1,293.0% | +2,218.5% |
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