+55.3%
V vs VCLT
+13.1%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +2.0% | -0.9% | +2.8% | +2.3% |
| 3M | +17.4% | -3.2% | +20.6% | +18.9% |
| 6M | +17.5% | -3.8% | +21.3% | +19.3% |
| YTD | +7.6% | -2.0% | +9.6% | +8.3% |
| 1Y | +7.7% | -0.8% | +8.5% | +7.9% |
| All | +55.3% | +13.1% | +42.2% | +49.4% |
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