+364.8%
ALL vs VCLT
+16.9%
+347.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -5.6% | +0.1% | -5.7% | -5.6% |
| 3M | +17.2% | -2.9% | +20.1% | +18.3% |
| 6M | +23.2% | -4.0% | +27.2% | +24.8% |
| YTD | +23.6% | -2.2% | +25.8% | +24.4% |
| 1Y | +29.2% | -2.6% | +31.8% | +30.1% |
| 3Y | +153.8% | +12.3% | +141.5% | +141.8% |
| 5Y | +116.1% | -16.4% | +132.5% | +130.3% |
| 10Y | +364.8% | +18.1% | +346.8% | +368.9% |
| All | +364.8% | +16.9% | +347.9% | +368.9% |
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