+15.3%
O vs VCLT
-15.5%
+30.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.4% | +0.1% | -2.6% | -2.5% |
| 3M | -0.6% | -2.9% | +2.3% | +0.9% |
| 6M | -5.0% | -4.0% | -1.0% | -3.0% |
| YTD | +10.4% | -2.2% | +12.6% | +11.6% |
| 1Y | +6.6% | -2.6% | +9.1% | +7.9% |
| 3Y | +28.4% | +12.3% | +16.1% | +20.2% |
| 5Y | +15.3% | -16.4% | +31.7% | +20.3% |
| All | +15.3% | -15.5% | +30.8% | +20.3% |
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 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