-67.0%
SE vs VCLT
-15.1%
-51.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | -0.1% | -0.6% | +0.5% | +0.5% |
| 3M | +34.1% | -2.2% | +36.4% | +37.1% |
| 6M | +23.2% | -2.9% | +26.1% | +26.8% |
| YTD | -11.2% | -2.1% | -9.1% | -9.3% |
| 1Y | -40.5% | -2.6% | -37.9% | -39.1% |
| 3Y | +196.3% | +12.5% | +183.8% | +154.8% |
| 5Y | -67.0% | -15.3% | -51.8% | -61.8% |
| All | -67.0% | -15.1% | -51.9% | -61.8% |
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