+173.1%
SYK vs VCLT
+17.1%
+156.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.0% |
| 7D | -9.1% | -1.4% | -7.7% | -8.5% |
| 30D | -20.6% | -1.2% | -19.5% | -20.1% |
| 3M | -9.6% | -4.8% | -4.8% | -7.4% |
| 6M | -19.9% | -2.6% | -17.3% | -18.9% |
| YTD | -21.2% | -3.3% | -17.8% | -19.8% |
| 1Y | -28.4% | -4.8% | -23.6% | -26.6% |
| 3Y | -5.3% | +11.5% | -16.9% | -10.4% |
| 5Y | +6.0% | -17.0% | +23.0% | +13.2% |
| All | +173.1% | +17.1% | +156.0% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling