+2,012.3%
SPGI vs VCLT
+102.7%
+1,909.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +15.5% | +3.4% | +12.1% | +14.3% |
| 3M | +15.7% | -0.9% | +16.5% | +16.0% |
| 6M | +19.1% | -3.1% | +22.2% | +20.3% |
| YTD | -4.1% | -2.4% | -1.7% | -3.3% |
| 1Y | +1.2% | -2.7% | +3.9% | +2.0% |
| 3Y | +31.6% | +16.9% | +14.7% | +25.9% |
| 5Y | +12.4% | -17.0% | +29.4% | +12.8% |
| 10Y | +334.3% | +22.1% | +312.2% | +375.3% |
| All | +2,012.3% | +102.7% | +1,909.5% | +3,115.7% |
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