+71.4%
MSFT vs VCLT
-15.1%
+86.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -1.0% | -0.6% | -0.5% | -0.7% |
| 3M | +20.2% | -2.2% | +22.4% | +21.5% |
| 6M | +21.3% | -2.9% | +24.2% | +23.0% |
| YTD | +2.8% | -2.1% | +4.8% | +3.7% |
| 1Y | 0.0% | -2.6% | +2.5% | +1.2% |
| 3Y | +51.2% | +12.5% | +38.7% | +40.3% |
| 5Y | +71.4% | -15.3% | +86.7% | +83.9% |
| All | +71.4% | -15.1% | +86.5% | +83.9% |
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