-46.5%
COMP vs VCLT
-9.5%
-36.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.1% |
| 7D | +14.5% | +1.2% | +13.3% | +11.8% |
| 30D | +14.9% | +3.4% | +11.5% | +7.8% |
| 3M | -14.2% | -0.9% | -13.4% | -12.0% |
| 6M | +23.7% | -3.1% | +26.9% | +34.3% |
| YTD | +2.1% | -2.4% | +4.4% | +10.1% |
| 1Y | +26.2% | -2.7% | +28.9% | +36.9% |
| 3Y | +470.9% | +16.9% | +454.0% | +359.1% |
| 5Y | -14.0% | -17.0% | +3.0% | -11.8% |
| All | -46.5% | -9.5% | -36.9% | -51.4% |
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