+717.7%
STM vs VCLT
+102.7%
+615.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -5.6% | +1.2% | -6.8% | -6.0% |
| 30D | -14.4% | +3.4% | -17.8% | -15.5% |
| 3M | -20.5% | -0.9% | -19.6% | -20.3% |
| 6M | -24.5% | -3.1% | -21.4% | -23.6% |
| YTD | +72.7% | -2.4% | +75.0% | +74.5% |
| 1Y | +91.0% | -2.7% | +93.7% | +93.2% |
| 3Y | +13.5% | +16.9% | -3.4% | +9.6% |
| 5Y | -9.2% | -17.0% | +7.8% | -10.3% |
| 10Y | +422.5% | +22.1% | +400.4% | +492.9% |
| All | +717.7% | +102.7% | +615.0% | +1,626.1% |
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