+32.0%
Q vs VCLT
-4.9%
+36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.1% |
| 7D | +6.6% | 0.0% | +6.6% | +6.6% |
| 30D | -6.6% | +0.1% | -6.7% | -7.0% |
| 3M | -13.2% | -2.9% | -10.4% | -8.1% |
| 6M | +9.9% | -4.0% | +13.9% | +18.4% |
| YTD | +53.9% | -2.2% | +56.2% | +59.7% |
| All | +32.0% | -4.9% | +36.9% | +38.8% |
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 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