+147.7%
P vs VCLT
+12.9%
+134.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +6.5% | -0.5% | +7.1% | +6.9% |
| 30D | +18.8% | -0.9% | +19.7% | +19.5% |
| 3M | +26.7% | -3.2% | +30.0% | +29.6% |
| 6M | +62.2% | -3.8% | +66.0% | +66.3% |
| YTD | +48.5% | -2.0% | +50.5% | +50.3% |
| 1Y | +26.4% | -0.8% | +27.2% | +26.7% |
| All | +147.7% | +12.9% | +134.8% | +124.7% |
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