+192.8%
TER vs VCLT
+15.4%
+177.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.5% | +12.5% |
| 7D | -5.8% | +1.2% | -7.0% | -6.9% |
| 30D | -38.9% | +3.4% | -42.3% | -41.0% |
| 3M | -35.1% | -0.9% | -34.3% | -34.6% |
| 6M | -31.6% | -3.1% | -28.4% | -29.1% |
| YTD | +27.2% | -2.4% | +29.6% | +31.4% |
| 1Y | +35.2% | -2.7% | +37.9% | +40.1% |
| 3Y | +192.8% | +16.9% | +175.9% | +155.1% |
| All | +192.8% | +15.4% | +177.4% | +155.1% |
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 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