+209.3%
SU vs VCLT
+100.6%
+108.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +1.7% | -1.3% | +2.9% | +1.8% |
| 30D | +9.6% | -1.1% | +10.7% | +9.7% |
| 3M | +11.7% | -3.7% | +15.4% | +12.1% |
| 6M | +21.9% | -4.0% | +25.9% | +22.3% |
| YTD | +58.6% | -3.4% | +62.0% | +59.0% |
| 1Y | +66.5% | -4.1% | +70.7% | +67.1% |
| 3Y | +121.4% | +11.0% | +110.4% | +118.1% |
| 5Y | +355.7% | -17.0% | +372.7% | +359.2% |
| 10Y | +264.2% | +16.7% | +247.5% | +288.2% |
| All | +209.3% | +100.6% | +108.7% | +395.6% |
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