+105.5%
V vs VCLT
-17.3%
+122.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +9.5% | +3.4% | +6.1% | +8.1% |
| 3M | +16.7% | -0.9% | +17.5% | +17.1% |
| 6M | +32.9% | -3.1% | +36.1% | +34.6% |
| YTD | +21.1% | -2.4% | +23.4% | +22.1% |
| 1Y | +26.6% | -2.7% | +29.3% | +27.9% |
| 3Y | +78.4% | +16.9% | +61.5% | +66.7% |
| 5Y | +105.5% | -17.0% | +122.5% | +92.5% |
| All | +105.5% | -17.3% | +122.7% | +92.5% |
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