+338.5%
COP vs VCLT
+17.1%
+321.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.5% |
| 30D | +8.6% | -1.2% | +9.8% | +8.8% |
| 3M | +19.9% | -4.8% | +24.6% | +20.8% |
| 6M | +19.0% | -2.6% | +21.6% | +19.3% |
| YTD | +50.0% | -3.3% | +53.3% | +50.5% |
| 1Y | +50.5% | -4.8% | +55.3% | +51.5% |
| 3Y | +25.2% | +11.5% | +13.7% | +21.3% |
| 5Y | +194.3% | -17.0% | +211.2% | +207.3% |
| All | +338.5% | +17.1% | +321.4% | +383.5% |
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