+101.7%
SMR vs VCLT
+14.4%
+87.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.6% |
| 7D | -8.3% | -2.3% | -6.0% | -4.6% |
| 30D | -20.1% | +0.8% | -20.8% | -20.9% |
| 3M | -52.7% | -2.7% | -50.0% | -50.3% |
| 6M | -61.0% | -4.3% | -56.7% | -57.7% |
| YTD | -67.1% | -4.3% | -62.8% | -64.0% |
| 1Y | -79.9% | -4.4% | -75.5% | -77.9% |
| 3Y | +101.7% | +13.8% | +88.0% | +134.6% |
| All | +101.7% | +14.4% | +87.3% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling