+2,004.5%
V vs VCLT
+103.4%
+1,901.1%
-36.4%
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% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +2.0% | -0.9% | +2.8% | +2.1% |
| 3M | +17.4% | -3.2% | +20.6% | +17.9% |
| 6M | +17.5% | -3.8% | +21.3% | +18.2% |
| YTD | +7.6% | -2.0% | +9.6% | +7.9% |
| 1Y | +7.7% | -0.8% | +8.5% | +7.8% |
| 3Y | +54.7% | +12.3% | +42.4% | +52.2% |
| 5Y | +73.0% | -15.4% | +88.5% | +71.0% |
| 10Y | +390.9% | +15.7% | +375.1% | +412.7% |
| All | +2,004.5% | +103.4% | +1,901.1% | +2,942.1% |
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