-11.4%
MSCI vs VCLT
-15.1%
+3.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | -1.7% | -0.6% | -1.2% | -1.3% |
| 3M | -8.2% | -2.2% | -6.0% | -6.7% |
| 6M | -2.4% | -2.9% | +0.5% | -0.3% |
| YTD | -2.8% | -2.1% | -0.8% | -1.4% |
| 1Y | -2.7% | -2.6% | -0.1% | -0.9% |
| 3Y | +7.3% | +12.5% | -5.2% | -3.0% |
| 5Y | -11.4% | -15.3% | +3.9% | -9.7% |
| All | -11.4% | -15.1% | +3.7% | -9.7% |
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