+371.6%
ALL vs VCLT
+21.5%
+350.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +5.0% | -2.3% | +7.3% | +5.8% |
| 30D | +13.3% | +0.8% | +12.6% | +13.0% |
| 3M | +3.2% | -2.7% | +5.8% | +4.1% |
| 6M | +25.3% | -4.3% | +29.6% | +27.1% |
| YTD | +30.5% | -4.3% | +34.8% | +32.2% |
| 1Y | +29.2% | -4.4% | +33.6% | +31.0% |
| 3Y | +119.1% | +13.8% | +105.3% | +107.5% |
| 5Y | +162.6% | -17.0% | +179.6% | +180.7% |
| All | +371.6% | +21.5% | +350.1% | +390.9% |
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