+216.7%
CTVA vs VCLT
+6.1%
+210.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -1.4% | -3.2% | -4.2% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +12.3% | -4.8% | +17.1% | +13.7% |
| 6M | +7.2% | -2.6% | +9.7% | +7.9% |
| YTD | +26.0% | -3.3% | +29.4% | +27.0% |
| 1Y | +16.0% | -4.8% | +20.8% | +17.4% |
| 3Y | +73.9% | +11.5% | +62.4% | +69.1% |
| 5Y | +103.8% | -17.0% | +120.8% | +110.3% |
| All | +216.7% | +6.1% | +210.6% | +227.2% |
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