+123.5%
SNY vs VCLT
+100.6%
+22.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | -1.4% | -2.0% | -3.2% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | -3.0% | -4.8% | +1.7% | -2.5% |
| 6M | +2.7% | -2.6% | +5.3% | +3.1% |
| YTD | -6.8% | -3.3% | -3.5% | -6.4% |
| 1Y | -5.3% | -4.8% | -0.4% | -4.7% |
| 3Y | -9.8% | +11.5% | -21.3% | -10.5% |
| 5Y | +9.7% | -17.0% | +26.6% | +8.2% |
| 10Y | +64.5% | +16.7% | +47.8% | +72.8% |
| All | +123.5% | +100.6% | +22.8% | +228.7% |
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 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