+237.5%
VIK vs VCLT
+9.7%
+227.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.2% |
| 30D | -16.7% | -0.6% | -16.2% | -16.2% |
| 3M | -1.1% | -2.2% | +1.2% | +1.7% |
| 6M | +27.8% | -2.9% | +30.7% | +32.7% |
| YTD | +23.3% | -2.1% | +25.4% | +27.2% |
| 1Y | +38.2% | -2.6% | +40.8% | +43.0% |
| All | +237.5% | +9.7% | +227.7% | +201.3% |
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