+74.1%
SAP vs VCLT
-17.3%
+91.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +1.6% | +1.2% | +0.4% | +0.9% |
| 30D | +10.5% | +3.4% | +7.2% | +8.3% |
| 3M | +15.2% | -0.9% | +16.0% | +15.8% |
| 6M | +36.7% | -3.1% | +39.8% | +39.4% |
| YTD | -0.6% | -2.4% | +1.8% | +1.0% |
| 1Y | -4.1% | -2.7% | -1.5% | -2.5% |
| 3Y | +73.2% | +16.9% | +56.4% | +57.3% |
| 5Y | +74.1% | -17.0% | +91.1% | +63.5% |
| All | +74.1% | -17.3% | +91.4% | +63.5% |
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