+78.3%
SO vs VCLT
-16.8%
+95.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +8.7% | +2.3% | +6.4% | +7.7% |
| 3M | +3.4% | -1.1% | +4.4% | +3.8% |
| 6M | +3.7% | -4.2% | +7.9% | +5.5% |
| YTD | +10.0% | -3.4% | +13.4% | +11.5% |
| 1Y | +6.6% | -3.8% | +10.4% | +8.2% |
| 3Y | +52.5% | +14.7% | +37.8% | +43.8% |
| All | +78.3% | -16.8% | +95.1% | +69.5% |
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