+56.9%
ON vs VCLT
-15.5%
+72.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -11.0% | +0.1% | -11.1% | -11.2% |
| 3M | -39.3% | -2.9% | -36.5% | -37.7% |
| 6M | +19.8% | -4.0% | +23.8% | +24.4% |
| YTD | +31.1% | -2.2% | +33.3% | +34.1% |
| 1Y | +46.0% | -2.6% | +48.6% | +49.7% |
| 3Y | -27.5% | +12.3% | -39.8% | -34.3% |
| 5Y | +56.9% | -16.4% | +73.3% | +61.8% |
| All | +56.9% | -15.5% | +72.4% | +61.8% |
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