+470.7%
SO vs VCLT
+103.4%
+367.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | -4.6% | -0.9% | -3.7% | -4.3% |
| 3M | -3.0% | -3.2% | +0.2% | -2.1% |
| 6M | -8.3% | -3.8% | -4.4% | -7.2% |
| YTD | +3.5% | -2.0% | +5.5% | +4.1% |
| 1Y | -0.9% | -0.8% | -0.1% | -0.8% |
| 3Y | +45.4% | +12.3% | +33.1% | +40.2% |
| 5Y | +59.6% | -15.4% | +75.0% | +63.8% |
| 10Y | +156.6% | +15.7% | +140.9% | +148.5% |
| All | +470.7% | +103.4% | +367.3% | +508.6% |
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 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