+280.6%
CME vs VCLT
+16.9%
+263.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | +4.7% | +0.1% | +4.6% | +4.7% |
| 3M | +7.8% | -2.9% | +10.7% | +8.1% |
| 6M | -11.0% | -4.0% | -7.0% | -10.6% |
| YTD | +4.0% | -2.2% | +6.3% | +4.2% |
| 1Y | +9.1% | -2.6% | +11.7% | +9.4% |
| 3Y | +52.3% | +12.3% | +40.0% | +49.5% |
| 5Y | +76.1% | -16.4% | +92.5% | +78.8% |
| 10Y | +280.6% | +18.1% | +262.5% | +332.9% |
| All | +280.6% | +16.9% | +263.7% | +332.9% |
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