+228.2%
TER vs VCLT
-15.5%
+243.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +12.4% | 0.0% | +12.3% | +12.3% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +4.0% | -2.9% | +6.8% | +6.6% |
| 6M | +29.5% | -4.0% | +33.5% | +34.5% |
| YTD | +98.5% | -2.2% | +100.7% | +103.6% |
| 1Y | +234.1% | -2.6% | +236.7% | +242.9% |
| 3Y | +289.0% | +12.3% | +276.7% | +257.3% |
| 5Y | +228.2% | -16.4% | +244.5% | +231.1% |
| All | +228.2% | -15.5% | +243.7% | +231.1% |
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 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