+20.2%
RF vs VCLT
-2.7%
+22.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -0.1% | +1.2% | -1.4% | -1.0% |
| 30D | +7.0% | +3.4% | +3.7% | +4.6% |
| 3M | -7.0% | -0.9% | -6.2% | -6.5% |
| 6M | +6.8% | -3.1% | +9.9% | +9.2% |
| YTD | +9.9% | -2.4% | +12.3% | +10.8% |
| All | +20.2% | -2.7% | +22.9% | +21.8% |
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