+42.0%
SOFI vs VCLT
-16.0%
+58.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.5% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.4% |
| 3M | +5.2% | -2.9% | +8.1% | +9.9% |
| 6M | -7.8% | -4.0% | -3.8% | -2.0% |
| YTD | -33.8% | -2.2% | -31.6% | -31.3% |
| 1Y | -33.3% | -2.6% | -30.7% | -30.4% |
| 3Y | +102.7% | +12.3% | +90.4% | +76.8% |
| 5Y | +10.5% | -16.4% | +26.8% | +28.7% |
| All | +42.0% | -16.0% | +58.1% | +62.2% |
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