+286.5%
C vs VCLT
+15.5%
+271.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +1.3% | -0.6% | +1.9% | +1.5% |
| 3M | +3.1% | -2.2% | +5.4% | +4.0% |
| 6M | +29.6% | -2.9% | +32.5% | +31.1% |
| YTD | +19.0% | -2.1% | +21.0% | +20.0% |
| 1Y | +45.6% | -2.6% | +48.2% | +47.1% |
| 3Y | +269.3% | +12.5% | +256.8% | +253.6% |
| 5Y | +131.6% | -15.3% | +146.9% | +138.4% |
| 10Y | +286.5% | +16.6% | +269.9% | +350.7% |
| All | +286.5% | +15.5% | +271.0% | +350.7% |
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