+102.9%
T vs VCLT
+12.6%
+90.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | +12.2% | -2.9% | +15.1% | +12.9% |
| 6M | -6.5% | -4.0% | -2.5% | -5.6% |
| YTD | +4.9% | -2.2% | +7.1% | +5.3% |
| 1Y | -10.5% | -2.6% | -7.9% | -10.0% |
| All | +102.9% | +12.6% | +90.3% | +100.6% |
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 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