+13.5%
STM vs VCLT
+15.4%
-1.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.4% |
| 7D | -5.6% | +1.2% | -6.8% | -7.0% |
| 30D | -14.4% | +3.4% | -17.8% | -18.1% |
| 3M | -20.5% | -0.9% | -19.6% | -19.8% |
| 6M | -24.5% | -3.1% | -21.4% | -21.1% |
| YTD | +72.7% | -2.4% | +75.0% | +78.9% |
| 1Y | +91.0% | -2.7% | +93.7% | +98.6% |
| 3Y | +13.5% | +16.9% | -3.4% | +1.0% |
| All | +13.5% | +15.4% | -1.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling