-70.8%
OPEN vs VCLT
-9.8%
-61.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -4.3% | -0.5% | -3.7% | -3.2% |
| 30D | -16.2% | -0.9% | -15.4% | -14.4% |
| 3M | -36.4% | -3.2% | -33.1% | -31.1% |
| 6M | -35.5% | -3.8% | -31.6% | -29.2% |
| YTD | -46.0% | -2.0% | -44.0% | -43.0% |
| 1Y | -47.1% | -0.8% | -46.3% | -45.3% |
| 3Y | -19.0% | +12.3% | -31.3% | -30.4% |
| 5Y | -83.6% | -15.4% | -68.2% | -79.4% |
| All | -70.8% | -9.8% | -61.1% | -65.4% |
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 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