+857.4%
STM vs VCLT
+103.4%
+754.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -1.0% | -0.9% | -0.2% | -0.7% |
| 3M | -33.3% | -3.2% | -30.0% | -32.4% |
| 6M | +57.4% | -3.8% | +61.2% | +59.9% |
| YTD | +102.2% | -2.0% | +104.2% | +104.2% |
| 1Y | +99.6% | -0.8% | +100.4% | +100.8% |
| 3Y | +14.5% | +12.3% | +2.2% | +11.5% |
| 5Y | +21.4% | -15.4% | +36.8% | +19.8% |
| 10Y | +695.0% | +15.7% | +679.2% | +755.2% |
| All | +857.4% | +103.4% | +754.0% | +1,919.9% |
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