+2,147.4%
MSFT vs VCLT
+103.4%
+2,044.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | -0.9% | +3.6% | +2.9% |
| 3M | +17.0% | -3.2% | +20.2% | +17.8% |
| 6M | +23.8% | -3.8% | +27.6% | +24.9% |
| YTD | +4.0% | -2.0% | +6.0% | +4.4% |
| 1Y | -0.8% | -0.8% | 0.0% | -0.7% |
| 3Y | +55.6% | +12.3% | +43.3% | +51.2% |
| 5Y | +72.9% | -15.4% | +88.3% | +73.0% |
| 10Y | +875.8% | +15.7% | +860.1% | +906.2% |
| All | +2,147.4% | +103.4% | +2,044.0% | +2,927.3% |
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