+103.4%
VCLT vs VO
+632.8%
-529.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -0.9% | -0.3% | -0.5% | -0.8% |
| 3M | -3.2% | +2.9% | -6.2% | -3.5% |
| 6M | -3.8% | +9.3% | -13.2% | -4.5% |
| YTD | -2.0% | +14.2% | -16.2% | -3.1% |
| 1Y | -0.8% | +15.3% | -16.1% | -2.0% |
| 3Y | +12.3% | +56.2% | -44.0% | +8.6% |
| 5Y | -15.4% | +42.4% | -57.8% | -18.4% |
| 10Y | +15.7% | +194.7% | -179.0% | +14.3% |
| All | +103.4% | +632.8% | -529.4% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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