+90.1%
STM vs VCLT
-3.8%
+93.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +1.8% |
| 7D | -7.9% | +0.2% | -8.1% | -8.3% |
| 30D | -14.1% | +2.3% | -16.4% | -17.6% |
| 3M | -17.6% | -1.1% | -16.6% | -16.0% |
| 6M | -24.2% | -4.2% | -20.1% | -16.5% |
| YTD | +73.3% | -3.4% | +76.7% | +87.8% |
| 1Y | +90.1% | -3.8% | +93.9% | +107.2% |
| All | +90.1% | -3.8% | +93.9% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling