+0.5%
SUNB vs VCLT
-3.9%
+4.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.2% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -6.9% | +0.1% | -7.0% | -7.0% |
| 3M | -11.3% | -2.9% | -8.4% | -7.2% |
| 6M | -1.8% | -4.0% | +2.2% | +4.3% |
| All | +0.5% | -3.9% | +4.5% | +6.9% |
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