-53.7%
SMR vs VCLT
-9.6%
-44.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -8.3% | -2.3% | -6.0% | -6.3% |
| 30D | -20.1% | +0.8% | -20.8% | -20.5% |
| 3M | -52.7% | -2.7% | -50.0% | -51.4% |
| 6M | -61.0% | -4.3% | -56.7% | -59.2% |
| YTD | -67.1% | -4.3% | -62.8% | -65.4% |
| 1Y | -79.9% | -4.4% | -75.5% | -78.8% |
| 3Y | +101.7% | +13.8% | +88.0% | +95.8% |
| All | -53.7% | -9.6% | -44.1% | -53.7% |
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