+83.7%
SPYM vs VCLT
-16.3%
+100.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | +3.7% | -2.9% | +6.6% | +5.2% |
| 6M | +13.0% | -4.0% | +17.0% | +15.3% |
| YTD | +12.5% | -2.2% | +14.7% | +13.7% |
| 1Y | +18.6% | -2.6% | +21.2% | +20.1% |
| 3Y | +78.0% | +12.3% | +65.7% | +68.0% |
| All | +83.7% | -16.3% | +100.0% | +82.6% |
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