+236.6%
SAP vs VCLT
+21.5%
+215.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.6% | -2.3% | +2.9% | +2.0% |
| 30D | +6.5% | +0.8% | +5.8% | +6.1% |
| 3M | +12.2% | -2.7% | +14.9% | +14.1% |
| 6M | +46.1% | -4.3% | +50.4% | +49.9% |
| YTD | -1.6% | -4.3% | +2.7% | +1.1% |
| 1Y | -5.1% | -4.4% | -0.8% | -2.5% |
| 3Y | +68.4% | +13.8% | +54.6% | +56.1% |
| 5Y | +79.4% | -17.0% | +96.4% | +95.2% |
| All | +236.6% | +21.5% | +215.0% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling