+310.3%
TPR vs VCLT
+13.1%
+297.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -0.5% | -1.8% | -1.9% |
| 30D | -23.0% | -0.9% | -22.1% | -22.5% |
| 3M | -12.5% | -3.2% | -9.2% | -10.3% |
| 6M | -21.4% | -3.8% | -17.6% | -19.1% |
| YTD | -3.5% | -2.0% | -1.5% | -1.9% |
| 1Y | +17.4% | -0.8% | +18.2% | +18.3% |
| All | +310.3% | +13.1% | +297.2% | +287.9% |
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