+242.2%
A vs VCLT
+18.4%
+223.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | +7.0% | -2.9% | +9.9% | +8.7% |
| 6M | +24.6% | -4.0% | +28.6% | +27.4% |
| YTD | +7.0% | -2.2% | +9.3% | +8.4% |
| 1Y | +15.6% | -2.6% | +18.2% | +17.3% |
| 3Y | +29.9% | +12.3% | +17.6% | +23.1% |
| 5Y | -15.4% | -16.4% | +1.0% | -10.9% |
| All | +242.2% | +18.4% | +223.8% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling