-30.5%
TENB vs VCLT
-17.3%
-13.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.2% |
| 30D | -15.4% | -1.1% | -14.2% | -14.5% |
| 3M | +19.5% | -3.7% | +23.2% | +23.1% |
| 6M | +54.8% | -4.0% | +58.8% | +59.8% |
| YTD | +36.1% | -3.4% | +39.5% | +39.9% |
| 1Y | +7.0% | -4.1% | +11.1% | +10.6% |
| 3Y | -27.6% | +11.0% | -38.5% | -33.4% |
| 5Y | -30.5% | -17.0% | -13.5% | -22.0% |
| All | -30.5% | -17.3% | -13.2% | -22.0% |
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 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