+4,287.9%
TER vs VCLT
+103.4%
+4,184.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | -8.3% | -0.9% | -7.4% | -8.1% |
| 3M | -12.2% | -3.2% | -9.0% | -11.3% |
| 6M | +17.1% | -3.8% | +20.9% | +18.6% |
| YTD | +84.7% | -2.0% | +86.7% | +86.2% |
| 1Y | +199.9% | -0.8% | +200.7% | +201.3% |
| 3Y | +232.8% | +12.3% | +220.5% | +225.5% |
| 5Y | +198.6% | -15.4% | +214.0% | +192.1% |
| 10Y | +1,669.7% | +15.7% | +1,654.0% | +1,797.0% |
| All | +4,287.9% | +103.4% | +4,184.5% | +8,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling