+53.8%
S vs VCLT
+15.4%
+38.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.8% | +7.8% |
| 7D | +1.6% | +1.2% | +0.3% | +0.5% |
| 30D | -10.5% | +3.4% | -13.8% | -12.9% |
| 3M | +9.9% | -0.9% | +10.8% | +10.7% |
| 6M | +41.8% | -3.1% | +44.9% | +45.7% |
| YTD | +56.8% | -2.4% | +59.2% | +59.9% |
| 1Y | +39.0% | -2.7% | +41.7% | +42.2% |
| 3Y | +53.8% | +16.9% | +37.0% | +32.1% |
| All | +53.8% | +15.4% | +38.4% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling