+746.9%
RF vs VCLT
+103.4%
+643.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.2% |
| 30D | -3.6% | -0.9% | -2.8% | -3.7% |
| 3M | +8.1% | -3.2% | +11.3% | +7.6% |
| 6M | +11.5% | -3.8% | +15.3% | +10.8% |
| YTD | +15.6% | -2.0% | +17.6% | +15.2% |
| 1Y | +15.7% | -0.8% | +16.5% | +15.6% |
| 3Y | +86.9% | +12.3% | +74.6% | +91.0% |
| 5Y | +89.8% | -15.4% | +105.2% | +72.0% |
| 10Y | +344.7% | +15.7% | +328.9% | +406.8% |
| All | +746.9% | +103.4% | +643.5% | +1,557.0% |
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