+30.1%
Q vs VCLT
-6.0%
+36.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.1% |
| 7D | +4.0% | +0.2% | +3.8% | +3.7% |
| 30D | -2.3% | +2.3% | -4.6% | -5.9% |
| 3M | -7.9% | -1.1% | -6.9% | -6.5% |
| 6M | -16.0% | -4.2% | -11.8% | -8.9% |
| YTD | +51.7% | -3.4% | +55.1% | +60.6% |
| 1Y | +28.3% | -3.8% | +32.1% | +38.2% |
| All | +30.1% | -6.0% | +36.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling