+100.6%
VCLT vs BG
+192.8%
-92.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -1.3% | +3.7% | -5.0% | -1.4% |
| 30D | -1.1% | +12.3% | -13.5% | -1.4% |
| 3M | -3.7% | -2.2% | -1.5% | -3.7% |
| 6M | -4.0% | +5.3% | -9.3% | -4.2% |
| YTD | -3.4% | +42.4% | -45.8% | -4.2% |
| 1Y | -4.1% | +55.2% | -59.3% | -5.2% |
| 3Y | +11.0% | +21.0% | -10.0% | +10.1% |
| 5Y | -17.0% | +87.1% | -104.1% | -18.6% |
| 10Y | +16.7% | +169.8% | -153.1% | +11.5% |
| All | +100.6% | +192.8% | -92.2% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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