+26.7%
Q vs VCLT
-4.7%
+31.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +0.2% | -0.5% | +0.8% | +1.2% |
| 30D | -11.1% | -0.9% | -10.3% | -9.5% |
| 3M | -22.1% | -3.2% | -18.9% | -16.6% |
| 6M | +0.5% | -3.8% | +4.3% | +7.9% |
| YTD | +47.8% | -2.0% | +49.8% | +52.7% |
| All | +26.7% | -4.7% | +31.4% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling