+303.4%
CME vs VCLT
+21.5%
+281.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.9% | -2.3% | +6.2% | +4.2% |
| 30D | +11.3% | +0.8% | +10.6% | +11.2% |
| 3M | +19.6% | -2.7% | +22.2% | +19.9% |
| 6M | +8.1% | -4.3% | +12.4% | +8.5% |
| YTD | +20.4% | -4.3% | +24.7% | +20.9% |
| 1Y | +16.5% | -4.4% | +20.9% | +17.0% |
| 3Y | +66.4% | +13.8% | +52.7% | +62.7% |
| 5Y | +74.5% | -17.0% | +91.4% | +77.7% |
| All | +303.4% | +21.5% | +281.8% | +370.2% |
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