+533.2%
XYZ vs VCLT
+34.1%
+499.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -1.0% | -0.5% | -0.5% | -0.4% |
| 30D | -1.7% | -0.9% | -0.9% | -0.6% |
| 3M | +16.7% | -3.2% | +20.0% | +21.5% |
| 6M | +26.9% | -3.8% | +30.7% | +33.1% |
| YTD | +27.1% | -2.0% | +29.2% | +30.6% |
| 1Y | +9.3% | -0.8% | +10.1% | +10.7% |
| 3Y | +42.3% | +12.3% | +30.0% | +26.1% |
| 5Y | -69.3% | -15.4% | -53.9% | -64.0% |
| 10Y | +586.8% | +15.7% | +571.1% | +593.0% |
| All | +533.2% | +34.1% | +499.1% | +551.5% |
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