-20.7%
SAP vs VCLT
-2.4%
-18.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +2.6% | -0.6% | +3.2% | +2.9% |
| 3M | +16.3% | -2.2% | +18.5% | +17.7% |
| 6M | +6.4% | -2.9% | +9.3% | +7.8% |
| YTD | -11.4% | -2.1% | -9.4% | -10.2% |
| All | -20.7% | -2.4% | -18.3% | -16.9% |
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