+59.8%
SAP vs VCLT
+13.1%
+46.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | +9.0% | -0.9% | +9.9% | +9.6% |
| 3M | +14.9% | -3.2% | +18.2% | +17.3% |
| 6M | +11.9% | -3.8% | +15.7% | +14.6% |
| YTD | -9.9% | -2.0% | -7.9% | -8.7% |
| 1Y | -19.5% | -0.8% | -18.7% | -19.2% |
| All | +59.8% | +13.1% | +46.7% | +52.2% |
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