+262.0%
TER vs VCLT
+13.1%
+248.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -0.5% | +1.1% | +1.1% |
| 30D | -8.3% | -0.9% | -7.4% | -7.6% |
| 3M | -12.2% | -3.2% | -9.0% | -9.3% |
| 6M | +17.1% | -3.8% | +20.9% | +21.6% |
| YTD | +84.7% | -2.0% | +86.7% | +89.6% |
| 1Y | +199.9% | -0.8% | +200.7% | +204.0% |
| All | +262.0% | +13.1% | +248.9% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling