-49.3%
TE vs VCLT
-17.2%
-32.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +1.7% |
| 30D | -5.9% | -1.2% | -4.7% | -4.6% |
| 3M | -45.6% | -4.8% | -40.8% | -42.6% |
| 6M | -43.4% | -2.6% | -40.8% | -41.0% |
| YTD | -31.0% | -3.3% | -27.6% | -27.8% |
| 1Y | +145.2% | -4.8% | +150.0% | +159.7% |
| 3Y | -24.1% | +11.5% | -35.6% | -31.3% |
| All | -49.3% | -17.2% | -32.1% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling