+3,141.5%
TER vs VCLT
+99.5%
+3,042.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +24.0% | -1.9% | +25.9% | +24.6% |
| 30D | -30.6% | +1.4% | -32.1% | -31.0% |
| 3M | -34.5% | -1.8% | -32.7% | -34.2% |
| 6M | -26.4% | -3.9% | -22.5% | -25.5% |
| YTD | +36.4% | -3.9% | +40.3% | +38.2% |
| 1Y | +47.4% | -4.7% | +52.1% | +49.7% |
| 3Y | +202.6% | +14.1% | +188.5% | +195.7% |
| 5Y | +83.9% | -16.6% | +100.5% | +80.8% |
| 10Y | +1,068.0% | +21.4% | +1,046.5% | +1,228.0% |
| All | +3,141.5% | +99.5% | +3,042.0% | +6,041.2% |
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 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