+469.1%
P vs VCLT
+33.9%
+435.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -23.8% | +0.3% | -24.1% | -23.9% |
| 30D | -36.6% | +3.7% | -40.3% | -38.0% |
| 3M | +10.9% | -1.0% | +11.8% | +11.3% |
| 6M | +30.0% | -3.4% | +33.3% | +32.3% |
| YTD | +44.4% | -2.6% | +47.0% | +46.3% |
| 1Y | +3.9% | -3.3% | +7.2% | +5.7% |
| 3Y | +176.6% | +17.3% | +159.3% | +152.3% |
| 5Y | +249.3% | -17.0% | +266.3% | +281.2% |
| 10Y | +726.9% | +18.1% | +708.8% | +753.4% |
| All | +469.1% | +33.9% | +435.2% | +536.8% |
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 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