+445.2%
TPR vs VCLT
+103.4%
+341.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -23.0% | -0.9% | -22.1% | -22.9% |
| 3M | -12.5% | -3.2% | -9.2% | -12.0% |
| 6M | -21.4% | -3.8% | -17.6% | -20.9% |
| YTD | -3.5% | -2.0% | -1.5% | -3.1% |
| 1Y | +17.4% | -0.8% | +18.2% | +17.6% |
| 3Y | +291.3% | +12.3% | +279.0% | +287.1% |
| 5Y | +241.9% | -15.4% | +257.3% | +228.7% |
| 10Y | +322.7% | +15.7% | +306.9% | +349.7% |
| All | +445.2% | +103.4% | +341.8% | +850.6% |
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