+2,268.7%
V vs VCLT
+102.7%
+2,166.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | +9.5% | +3.4% | +6.1% | +9.0% |
| 3M | +16.7% | -0.9% | +17.5% | +16.8% |
| 6M | +32.9% | -3.1% | +36.1% | +33.6% |
| YTD | +21.1% | -2.4% | +23.4% | +21.5% |
| 1Y | +26.6% | -2.7% | +29.3% | +27.1% |
| 3Y | +78.4% | +16.9% | +61.5% | +74.8% |
| 5Y | +105.5% | -17.0% | +122.5% | +103.2% |
| 10Y | +444.2% | +22.1% | +422.1% | +483.4% |
| All | +2,268.7% | +102.7% | +2,166.0% | +3,325.5% |
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 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