+314.7%
A vs VCLT
+21.5%
+293.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | -2.3% | +1.8% | +0.8% |
| 30D | 0.0% | +0.8% | -0.8% | -0.4% |
| 3M | +16.7% | -2.7% | +19.4% | +18.4% |
| 6M | +54.8% | -4.3% | +59.1% | +58.5% |
| YTD | +28.8% | -4.3% | +33.1% | +31.9% |
| 1Y | +19.3% | -4.4% | +23.7% | +22.3% |
| 3Y | +65.5% | +13.8% | +51.8% | +56.2% |
| 5Y | +12.1% | -17.0% | +29.0% | +18.6% |
| All | +314.7% | +21.5% | +293.1% | +298.5% |
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 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