+13.5%
U vs VCLT
+12.2%
+1.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | +4.5% | +0.3% | +4.2% | +4.0% |
| 30D | -0.6% | -0.6% | 0.0% | +0.2% |
| 3M | +48.4% | -2.2% | +50.7% | +53.0% |
| 6M | +115.4% | -2.9% | +118.3% | +125.1% |
| YTD | -3.2% | -2.1% | -1.2% | -0.1% |
| 1Y | -6.0% | -2.6% | -3.5% | -2.5% |
| 3Y | +13.5% | +12.5% | +1.0% | -4.1% |
| All | +13.5% | +12.2% | +1.2% | -4.1% |
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