+416.5%
TPR vs VCLT
+16.8%
+399.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +14.2% | +0.3% | +13.9% | +13.9% |
| 30D | +17.1% | +3.7% | +13.4% | +13.8% |
| 3M | -17.7% | -1.0% | -16.7% | -17.2% |
| 6M | -10.2% | -3.4% | -6.8% | -7.6% |
| YTD | +4.9% | -2.6% | +7.5% | +7.3% |
| 1Y | +36.1% | -3.3% | +39.4% | +39.9% |
| 3Y | +416.5% | +17.3% | +399.1% | +385.0% |
| All | +416.5% | +16.8% | +399.6% | +385.0% |
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 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