+15.4%
SOFI vs VCLT
-17.2%
+32.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -1.4% | -3.6% | -3.1% |
| 30D | -3.5% | -1.2% | -2.3% | -1.7% |
| 3M | +3.9% | -4.8% | +8.7% | +11.6% |
| 6M | -6.5% | -2.6% | -4.0% | -2.1% |
| YTD | -33.8% | -3.3% | -30.5% | -30.1% |
| 1Y | -33.3% | -4.8% | -28.5% | -28.1% |
| 3Y | +94.6% | +11.5% | +83.1% | +69.7% |
| All | +15.4% | -17.2% | +32.6% | +48.8% |
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