+40.5%
W vs VCLT
+12.2%
+28.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +6.5% | +0.3% | +6.2% | +5.7% |
| 30D | -6.2% | -0.6% | -5.7% | -4.7% |
| 3M | +48.9% | -2.2% | +51.1% | +59.5% |
| 6M | +31.2% | -2.9% | +34.1% | +43.8% |
| YTD | -0.4% | -2.1% | +1.6% | +7.1% |
| 1Y | +14.8% | -2.6% | +17.4% | +24.7% |
| 3Y | +40.5% | +12.5% | +28.0% | +15.5% |
| All | +40.5% | +12.2% | +28.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling