+554.0%
XYZ vs VCLT
+33.3%
+520.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +12.1% | +0.3% | +11.9% | +11.9% |
| 30D | +12.4% | +3.7% | +8.7% | +8.1% |
| 3M | +8.2% | -1.0% | +9.1% | +9.6% |
| 6M | +20.7% | -3.4% | +24.0% | +26.1% |
| YTD | +31.3% | -2.6% | +33.9% | +36.0% |
| 1Y | +20.5% | -3.3% | +23.8% | +25.9% |
| 3Y | +72.6% | +17.3% | +55.3% | +46.1% |
| 5Y | -64.0% | -17.0% | -47.0% | -56.8% |
| 10Y | +601.8% | +18.1% | +583.7% | +613.6% |
| All | +554.0% | +33.3% | +520.7% | +578.5% |
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 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