+36.6%
ORLY vs VCLT
+11.4%
+25.2%
-23.3%
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% | +0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -6.8% | -1.2% | -5.6% | -6.5% |
| 3M | -4.8% | -4.8% | 0.0% | -3.6% |
| 6M | -9.1% | -2.6% | -6.5% | -8.5% |
| YTD | -5.9% | -3.3% | -2.6% | -5.2% |
| 1Y | -20.4% | -4.8% | -15.6% | -19.5% |
| 3Y | +36.6% | +11.5% | +25.1% | +31.9% |
| All | +36.6% | +11.4% | +25.2% | +31.9% |
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