+264.5%
D vs VCLT
+103.4%
+161.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -2.6% | -0.9% | -1.7% | -2.4% |
| 3M | 0.0% | -3.2% | +3.3% | +0.9% |
| 6M | +7.4% | -3.8% | +11.2% | +8.5% |
| YTD | +15.9% | -2.0% | +17.9% | +16.5% |
| 1Y | +18.1% | -0.8% | +18.9% | +18.3% |
| 3Y | +58.4% | +12.3% | +46.1% | +54.0% |
| 5Y | +5.2% | -15.4% | +20.6% | +6.4% |
| 10Y | +35.9% | +15.7% | +20.1% | +33.7% |
| All | +264.5% | +103.4% | +161.1% | +323.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling