+71.3%
V vs VCLT
-17.2%
+88.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.2% | -1.4% | +0.1% | -0.7% |
| 30D | +3.1% | -1.2% | +4.2% | +3.6% |
| 3M | +16.3% | -4.8% | +21.1% | +18.6% |
| 6M | +20.4% | -2.6% | +22.9% | +21.5% |
| YTD | +6.3% | -3.3% | +9.6% | +7.6% |
| 1Y | +8.7% | -4.8% | +13.5% | +10.7% |
| 3Y | +53.3% | +11.5% | +41.8% | +46.3% |
| All | +71.3% | -17.2% | +88.5% | +65.5% |
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