+872.1%
MSFT vs VCLT
+17.0%
+855.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -3.5% | -1.3% | -2.2% | -2.9% |
| 30D | -2.1% | -1.1% | -1.0% | -1.5% |
| 3M | +24.2% | -3.7% | +27.8% | +26.3% |
| 6M | +21.9% | -4.0% | +25.9% | +24.2% |
| YTD | +2.5% | -3.4% | +5.9% | +4.1% |
| 1Y | -0.8% | -4.1% | +3.4% | +1.1% |
| 3Y | +50.8% | +11.0% | +39.8% | +42.1% |
| 5Y | +73.5% | -17.0% | +90.5% | +85.7% |
| All | +872.1% | +17.0% | +855.0% | +817.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling