+43.2%
TER vs VCLT
-3.2%
+46.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -8.5% |
| 7D | -19.9% | +0.4% | -20.3% | -20.4% |
| 30D | -43.5% | +3.9% | -47.5% | -48.2% |
| 3M | -37.8% | -1.9% | -35.8% | -34.0% |
| 6M | -25.6% | -2.6% | -22.9% | -18.2% |
| YTD | +29.8% | -3.1% | +32.9% | +44.4% |
| 1Y | +43.2% | -3.6% | +46.7% | +61.1% |
| All | +43.2% | -3.2% | +46.4% | +61.1% |
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