+31.1%
SOLS vs VCLT
-4.6%
+35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +5.0% | +0.1% | +4.9% | +4.7% |
| 3M | -21.1% | -2.9% | -18.2% | -17.9% |
| 6M | -14.2% | -4.0% | -10.2% | -11.3% |
| YTD | +30.6% | -2.2% | +32.9% | +34.3% |
| All | +31.1% | -4.6% | +35.7% | +29.9% |
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