+2,022.5%
SPGI vs VCLT
+100.6%
+1,922.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +16.1% | +2.3% | +13.8% | +15.3% |
| 3M | +15.5% | -1.1% | +16.5% | +15.9% |
| 6M | +19.6% | -4.2% | +23.8% | +21.3% |
| YTD | -3.6% | -3.4% | -0.2% | -2.5% |
| 1Y | +2.2% | -3.8% | +6.0% | +3.5% |
| 3Y | +30.1% | +14.7% | +15.4% | +25.2% |
| 5Y | +14.9% | -16.7% | +31.6% | +15.5% |
| 10Y | +334.0% | +20.5% | +313.5% | +375.9% |
| All | +2,022.5% | +100.6% | +1,922.0% | +3,142.2% |
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