+3,190.5%
ORLY vs VCLT
+102.9%
+3,087.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -6.7% | +0.1% | -6.8% | -6.7% |
| 3M | -3.8% | -2.9% | -0.9% | -3.4% |
| 6M | -9.0% | -4.0% | -5.1% | -8.5% |
| YTD | -5.6% | -2.2% | -3.4% | -5.4% |
| 1Y | -19.5% | -2.6% | -16.9% | -19.2% |
| 3Y | +34.7% | +12.3% | +22.4% | +32.5% |
| 5Y | +118.0% | -16.4% | +134.4% | +119.7% |
| 10Y | +364.1% | +18.1% | +346.0% | +376.9% |
| All | +3,190.5% | +102.9% | +3,087.6% | +3,995.5% |
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