+207.0%
C vs VCLT
+21.5%
+185.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.2% | -2.3% | +6.4% | +5.1% |
| 30D | +2.0% | +0.8% | +1.2% | +1.7% |
| 3M | -10.1% | -2.7% | -7.4% | -9.2% |
| 6M | +1.0% | -4.3% | +5.3% | +2.7% |
| YTD | +8.5% | -4.3% | +12.8% | +10.4% |
| 1Y | +25.7% | -4.4% | +30.1% | +28.0% |
| 3Y | +216.0% | +13.8% | +202.2% | +201.5% |
| 5Y | +112.3% | -17.0% | +129.3% | +120.9% |
| All | +207.0% | +21.5% | +185.5% | +281.7% |
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