+125.0%
SU vs VCLT
+11.4%
+113.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +2.2% | -1.4% | +3.6% | +2.1% |
| 30D | +8.4% | -1.2% | +9.6% | +8.4% |
| 3M | +12.1% | -4.8% | +16.9% | +12.0% |
| 6M | +19.7% | -2.6% | +22.2% | +19.4% |
| YTD | +58.4% | -3.3% | +61.8% | +58.2% |
| 1Y | +67.2% | -4.8% | +72.1% | +67.3% |
| 3Y | +125.0% | +11.5% | +113.5% | +126.5% |
| All | +125.0% | +11.4% | +113.7% | +126.5% |
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