+163.6%
W vs VCLT
+33.3%
+130.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -4.2% | -0.5% | -3.7% | -3.3% |
| 30D | -7.6% | -0.9% | -6.7% | -6.1% |
| 3M | +37.2% | -3.2% | +40.4% | +46.1% |
| 6M | +26.3% | -3.8% | +30.1% | +36.8% |
| YTD | -1.0% | -2.0% | +1.0% | +4.2% |
| 1Y | +20.1% | -0.8% | +20.9% | +24.1% |
| 3Y | +37.8% | +12.3% | +25.5% | +23.4% |
| 5Y | -63.7% | -15.4% | -48.2% | -53.3% |
| 10Y | +156.3% | +15.7% | +140.6% | +184.4% |
| All | +163.6% | +33.3% | +130.3% | +224.4% |
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