+30.3%
O vs VCLT
+12.2%
+18.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -2.0% | -0.6% | -1.4% | -1.6% |
| 3M | +3.0% | -2.2% | +5.2% | +4.5% |
| 6M | -3.6% | -2.9% | -0.8% | -1.9% |
| YTD | +12.1% | -2.1% | +14.1% | +13.4% |
| 1Y | +8.9% | -2.6% | +11.5% | +10.6% |
| 3Y | +30.3% | +12.5% | +17.8% | +15.4% |
| All | +30.3% | +12.2% | +18.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling