+211.9%
B vs VCLT
+16.9%
+195.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | +14.3% | -2.9% | +17.2% | +16.8% |
| 6M | -1.9% | -4.0% | +2.1% | +1.2% |
| YTD | +4.1% | -2.2% | +6.3% | +6.0% |
| 1Y | +56.1% | -2.6% | +58.7% | +59.3% |
| 3Y | +202.0% | +12.3% | +189.7% | +178.2% |
| 5Y | +158.8% | -16.4% | +175.2% | +189.1% |
| 10Y | +211.9% | +18.1% | +193.8% | +128.7% |
| All | +211.9% | +16.9% | +195.0% | +128.7% |
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