+720.7%
STM vs VCLT
+100.6%
+620.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -14.1% | +2.3% | -16.4% | -14.9% |
| 3M | -17.6% | -1.1% | -16.6% | -17.4% |
| 6M | -24.2% | -4.2% | -20.1% | -23.0% |
| YTD | +73.3% | -3.4% | +76.7% | +75.8% |
| 1Y | +90.1% | -3.8% | +93.9% | +93.1% |
| 3Y | +10.3% | +14.7% | -4.4% | +7.1% |
| 5Y | -5.7% | -16.7% | +10.9% | -6.6% |
| 10Y | +444.1% | +20.5% | +423.6% | +518.0% |
| All | +720.7% | +100.6% | +620.1% | +1,638.9% |
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