+625.9%
TEAM vs VCLT
+33.6%
+592.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | -19.7% | -0.6% | -19.2% | -19.4% |
| 30D | -26.6% | +2.8% | -29.4% | -28.0% |
| 3M | -1.1% | -0.4% | -0.7% | -0.8% |
| 6M | +74.6% | -3.1% | +77.7% | +78.5% |
| YTD | -6.0% | -2.7% | -3.3% | -4.2% |
| 1Y | -3.2% | -3.7% | +0.4% | -0.7% |
| 3Y | -13.5% | +15.6% | -29.1% | -22.2% |
| 5Y | -65.5% | -15.8% | -49.7% | -63.9% |
| 10Y | +454.5% | +23.0% | +431.5% | +476.1% |
| All | +625.9% | +33.6% | +592.3% | +767.0% |
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 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