-74.5%
U vs VCLT
-17.0%
-57.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +3.0% |
| 7D | +2.8% | -1.9% | +4.7% | +5.8% |
| 30D | +7.6% | +1.4% | +6.2% | +5.1% |
| 3M | +12.7% | -1.8% | +14.4% | +15.6% |
| 6M | +87.0% | -3.9% | +90.9% | +98.4% |
| YTD | +13.6% | -3.9% | +17.5% | +20.9% |
| 1Y | +25.3% | -4.7% | +30.0% | +35.2% |
| 3Y | +85.8% | +14.1% | +71.7% | +51.5% |
| 5Y | -74.5% | -16.6% | -57.9% | -71.3% |
| All | -74.5% | -17.0% | -57.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling