+61.8%
MSFT vs VCLT
-17.0%
+78.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.5% |
| 30D | -3.8% | +1.4% | -5.2% | -4.4% |
| 3M | +6.4% | -1.8% | +8.2% | +7.3% |
| 6M | +28.8% | -3.9% | +32.7% | +31.2% |
| YTD | +8.8% | -3.9% | +12.7% | +10.9% |
| 1Y | +3.2% | -4.7% | +7.9% | +5.5% |
| 3Y | +44.8% | +14.1% | +30.7% | +33.0% |
| 5Y | +61.8% | -16.6% | +78.5% | +65.9% |
| All | +61.8% | -17.0% | +78.8% | +65.9% |
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