+68.9%
SE vs VCLT
+14.6%
+54.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -19.4% | +2.3% | -21.7% | -20.0% |
| 3M | -33.1% | -1.1% | -32.1% | -32.8% |
| 6M | -11.4% | -4.2% | -7.3% | -10.2% |
| YTD | -39.8% | -3.4% | -36.4% | -39.1% |
| 1Y | -50.5% | -3.8% | -46.7% | -49.8% |
| 3Y | +68.9% | +14.7% | +54.2% | +137.3% |
| All | +68.9% | +14.6% | +54.3% | +137.3% |
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