+481.2%
SIRI vs VCLT
+102.9%
+378.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +4.3% | -2.9% | +7.2% | +5.0% |
| 6M | +34.1% | -4.0% | +38.0% | +35.2% |
| YTD | +47.3% | -2.2% | +49.6% | +48.1% |
| 1Y | +22.9% | -2.6% | +25.5% | +23.6% |
| 3Y | -24.6% | +12.3% | -36.8% | -26.1% |
| 5Y | -43.2% | -16.4% | -26.8% | -43.3% |
| 10Y | -12.3% | +18.1% | -30.4% | -8.5% |
| All | +481.2% | +102.9% | +378.3% | +703.4% |
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