+72.4%
TER vs VCLT
-17.3%
+89.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.5% | +12.5% |
| 7D | -5.8% | +1.2% | -7.0% | -6.7% |
| 30D | -38.9% | +3.4% | -42.3% | -40.7% |
| 3M | -35.1% | -0.9% | -34.3% | -34.8% |
| 6M | -31.6% | -3.1% | -28.4% | -29.7% |
| YTD | +27.2% | -2.4% | +29.6% | +30.5% |
| 1Y | +35.2% | -2.7% | +37.9% | +39.1% |
| 3Y | +192.8% | +16.9% | +175.9% | +160.7% |
| 5Y | +72.4% | -17.0% | +89.4% | +60.6% |
| All | +72.4% | -17.3% | +89.7% | +60.6% |
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