-71.5%
S vs VCLT
-15.1%
-56.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +0.3% | -6.1% | -6.1% |
| 30D | -9.2% | -0.6% | -8.6% | -8.6% |
| 3M | +23.4% | -2.2% | +25.6% | +26.5% |
| 6M | +36.9% | -2.9% | +39.8% | +41.5% |
| YTD | +29.5% | -2.1% | +31.6% | +32.4% |
| 1Y | +5.4% | -2.6% | +8.0% | +8.3% |
| 3Y | +14.7% | +12.5% | +2.2% | -2.3% |
| 5Y | -71.5% | -15.3% | -56.2% | -62.3% |
| All | -71.5% | -15.1% | -56.4% | -62.3% |
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