-53.2%
S vs VCLT
-14.1%
-39.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.7% | -0.5% | -7.2% | -7.1% |
| 30D | -5.3% | -0.9% | -4.5% | -4.4% |
| 3M | +20.3% | -3.2% | +23.5% | +24.8% |
| 6M | +47.4% | -3.8% | +51.2% | +53.9% |
| YTD | +32.5% | -2.0% | +34.5% | +35.5% |
| 1Y | +9.5% | -0.8% | +10.3% | +10.2% |
| 3Y | +15.5% | +12.3% | +3.2% | -1.4% |
| 5Y | -71.2% | -15.4% | -55.8% | -61.4% |
| All | -53.2% | -14.1% | -39.2% | -39.7% |
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