+589.4%
SE vs VCLT
+12.7%
+576.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | -0.5% | -5.6% | -5.7% |
| 30D | -2.5% | -0.9% | -1.6% | -1.8% |
| 3M | +21.7% | -3.2% | +25.0% | +25.0% |
| 6M | +27.0% | -3.8% | +30.8% | +31.0% |
| YTD | -12.1% | -2.0% | -10.1% | -10.6% |
| 1Y | -40.9% | -0.8% | -40.1% | -40.5% |
| 3Y | +191.0% | +12.3% | +178.7% | +160.7% |
| 5Y | -68.3% | -15.4% | -52.9% | -65.2% |
| All | +589.4% | +12.7% | +576.7% | +542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling