+174.0%
SITM vs VCLT
-17.3%
+191.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.4% |
| 7D | +4.8% | -1.3% | +6.1% | +6.4% |
| 30D | -9.7% | -1.1% | -8.6% | -8.8% |
| 3M | -9.3% | -3.7% | -5.6% | -5.5% |
| 6M | +69.5% | -4.0% | +73.5% | +78.2% |
| YTD | +70.5% | -3.4% | +73.9% | +78.0% |
| 1Y | +145.3% | -4.1% | +149.4% | +158.9% |
| 3Y | +432.8% | +11.0% | +421.8% | +377.8% |
| 5Y | +174.0% | -17.0% | +191.0% | +204.3% |
| All | +174.0% | -17.3% | +191.3% | +204.3% |
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 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