+447.8%
SN vs VCLT
+6.6%
+441.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.3% |
| 7D | +1.5% | -2.3% | +3.8% | +3.9% |
| 30D | +21.5% | +0.8% | +20.8% | +20.8% |
| 3M | +20.0% | -2.7% | +22.7% | +23.4% |
| 6M | +119.9% | -4.3% | +124.2% | +130.2% |
| YTD | +102.3% | -4.3% | +106.6% | +112.1% |
| 1Y | +148.0% | -4.4% | +152.4% | +160.1% |
| 3Y | +450.0% | +13.8% | +436.2% | +440.8% |
| All | +447.8% | +6.6% | +441.2% | +442.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling