+115.3%
SPOT vs VCLT
-17.2%
+132.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | -1.4% | -1.7% | -2.1% |
| 30D | +7.4% | -1.2% | +8.6% | +8.3% |
| 3M | +8.2% | -4.8% | +13.0% | +11.9% |
| 6M | +2.2% | -2.6% | +4.8% | +3.9% |
| YTD | -9.5% | -3.3% | -6.1% | -7.5% |
| 1Y | -23.8% | -4.8% | -19.0% | -21.3% |
| 3Y | +233.5% | +11.5% | +222.0% | +196.1% |
| All | +115.3% | -17.2% | +132.5% | +149.2% |
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 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