+4,437.5%
SITM vs VCLT
-4.3%
+4,441.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -14.5% | +0.1% | -14.6% | -14.7% |
| 3M | -10.6% | -2.9% | -7.7% | -8.0% |
| 6M | +65.5% | -4.0% | +69.5% | +72.7% |
| YTD | +67.0% | -2.2% | +69.3% | +71.5% |
| 1Y | +138.6% | -2.6% | +141.2% | +146.3% |
| 3Y | +421.8% | +12.3% | +409.5% | +371.4% |
| 5Y | +172.4% | -16.4% | +188.8% | +209.7% |
| All | +4,437.5% | -4.3% | +4,441.7% | +6,592.6% |
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