-39.0%
U vs VCLT
-13.3%
-25.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -3.8% | -0.5% | -3.3% | -3.0% |
| 30D | +17.5% | -0.9% | +18.3% | +18.8% |
| 3M | +38.7% | -3.2% | +42.0% | +45.7% |
| 6M | +104.4% | -3.8% | +108.2% | +117.5% |
| YTD | -5.7% | -2.0% | -3.7% | -2.5% |
| 1Y | +3.7% | -0.8% | +4.5% | +5.0% |
| 3Y | +12.3% | +12.3% | 0.0% | -5.5% |
| 5Y | -68.8% | -15.4% | -53.4% | -61.8% |
| All | -39.0% | -13.3% | -25.8% | -26.3% |
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 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