+141.0%
CI vs VCLT
+16.9%
+124.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | -5.2% | -2.9% | -2.3% | -4.6% |
| 6M | +4.3% | -4.0% | +8.3% | +5.2% |
| YTD | +2.8% | -2.2% | +5.0% | +3.2% |
| 1Y | -5.8% | -2.6% | -3.2% | -5.3% |
| 3Y | +4.7% | +12.3% | -7.5% | +2.1% |
| 5Y | +42.7% | -16.4% | +59.1% | +48.1% |
| 10Y | +141.0% | +18.1% | +122.9% | +147.8% |
| All | +141.0% | +16.9% | +124.0% | +147.8% |
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