-49.3%
COMP vs VCLT
-9.8%
-39.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.9% |
| 7D | +13.4% | +0.3% | +13.2% | +12.8% |
| 30D | +11.1% | +3.7% | +7.4% | +3.7% |
| 3M | -18.8% | -1.0% | -17.9% | -16.5% |
| 6M | +10.5% | -3.4% | +13.9% | +20.4% |
| YTD | -3.4% | -2.6% | -0.8% | +4.7% |
| 1Y | +19.7% | -3.3% | +23.0% | +31.5% |
| 3Y | +381.6% | +17.3% | +364.3% | +285.1% |
| 5Y | -17.6% | -17.0% | -0.6% | -15.0% |
| All | -49.3% | -9.8% | -39.6% | -53.8% |
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