+39.2%
S vs VCLT
-3.2%
+42.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.9% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -7.6% | +3.9% | -11.6% | -10.1% |
| 3M | +12.0% | -1.9% | +13.9% | +14.0% |
| 6M | +50.6% | -2.6% | +53.2% | +53.8% |
| YTD | +56.6% | -3.1% | +59.7% | +59.6% |
| 1Y | +39.2% | -3.6% | +42.8% | +42.4% |
| All | +39.2% | -3.2% | +42.5% | +42.4% |
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