+220.1%
C vs VCLT
+20.2%
+199.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -0.9% | +1.2% | -2.2% | -1.4% |
| 30D | -5.4% | +3.4% | -8.8% | -6.6% |
| 3M | -9.2% | -0.9% | -8.3% | -8.9% |
| 6M | -1.8% | -3.1% | +1.3% | -0.6% |
| YTD | +6.7% | -2.4% | +9.0% | +7.7% |
| 1Y | +23.5% | -2.7% | +26.2% | +24.8% |
| 3Y | +219.8% | +16.9% | +202.9% | +202.1% |
| 5Y | +112.4% | -17.0% | +129.4% | +120.8% |
| 10Y | +220.1% | +22.1% | +198.0% | +285.7% |
| All | +220.1% | +20.2% | +199.9% | +285.7% |
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