+300.3%
CME vs VCLT
+22.0%
+278.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +13.5% | +1.4% | +12.0% | +13.3% |
| 3M | +20.9% | -1.8% | +22.7% | +21.1% |
| 6M | +11.5% | -3.9% | +15.4% | +11.9% |
| YTD | +19.5% | -3.9% | +23.4% | +19.9% |
| 1Y | +17.2% | -4.7% | +21.9% | +17.8% |
| 3Y | +65.1% | +14.1% | +51.1% | +61.4% |
| 5Y | +73.1% | -16.6% | +89.7% | +76.2% |
| All | +300.3% | +22.0% | +278.2% | +366.4% |
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