+145.2%
TE vs VCLT
-4.4%
+149.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.5% |
| 7D | +0.2% | -1.4% | +1.6% | +4.1% |
| 30D | -5.9% | -1.2% | -4.7% | -2.6% |
| 3M | -45.6% | -4.8% | -40.8% | -38.4% |
| 6M | -43.4% | -2.6% | -40.8% | -36.9% |
| YTD | -31.0% | -3.3% | -27.6% | -24.2% |
| 1Y | +145.2% | -4.8% | +150.0% | +181.5% |
| All | +145.2% | -4.4% | +149.6% | +181.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling