+2,011.1%
MSCI vs VCLT
+103.4%
+1,907.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +0.6% | -0.9% | +1.4% | +0.8% |
| 3M | -7.1% | -3.2% | -3.8% | -6.1% |
| 6M | +0.8% | -3.8% | +4.6% | +2.0% |
| YTD | +1.0% | -2.0% | +3.0% | +1.6% |
| 1Y | +4.3% | -0.8% | +5.1% | +4.6% |
| 3Y | +9.9% | +12.3% | -2.3% | +6.3% |
| 5Y | -6.8% | -15.4% | +8.6% | -7.6% |
| 10Y | +614.7% | +15.7% | +598.9% | +649.8% |
| All | +2,011.1% | +103.4% | +1,907.7% | +3,016.4% |
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