+180.8%
ALLY vs VCLT
+15.5%
+165.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -3.3% | -0.6% | -2.7% | -2.9% |
| 3M | +0.5% | -2.2% | +2.7% | +2.3% |
| 6M | +12.6% | -2.9% | +15.5% | +15.3% |
| YTD | -4.7% | -2.1% | -2.6% | -3.0% |
| 1Y | +5.2% | -2.6% | +7.8% | +7.5% |
| 3Y | +66.5% | +12.5% | +54.0% | +53.1% |
| 5Y | +0.2% | -15.3% | +15.5% | +8.8% |
| 10Y | +180.8% | +16.6% | +164.1% | +204.2% |
| All | +180.8% | +15.5% | +165.2% | +204.2% |
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