-71.0%
SMR vs VCLT
-4.4%
-66.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -1.7% |
| 7D | +4.7% | -1.3% | +6.0% | +9.5% |
| 30D | +3.2% | -1.1% | +4.4% | +7.8% |
| 3M | +9.9% | -3.7% | +13.6% | +24.6% |
| 6M | -15.1% | -4.0% | -11.1% | -2.5% |
| YTD | -27.9% | -3.4% | -24.6% | -17.9% |
| All | -71.0% | -4.4% | -66.6% | -66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling