-22.7%
U vs VCLT
-15.3%
-7.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.9% |
| 7D | +2.6% | -2.3% | +4.8% | +6.1% |
| 30D | +27.6% | +0.8% | +26.8% | +26.0% |
| 3M | +15.3% | -2.7% | +18.0% | +19.9% |
| 6M | +96.4% | -4.3% | +100.7% | +109.5% |
| YTD | +19.6% | -4.3% | +23.9% | +27.9% |
| 1Y | +42.1% | -4.4% | +46.5% | +52.3% |
| 3Y | +87.5% | +13.8% | +73.8% | +54.1% |
| 5Y | -73.1% | -17.0% | -56.2% | -66.0% |
| All | -22.7% | -15.3% | -7.4% | -3.3% |
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