+38.5%
D vs VCLT
+16.9%
+21.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | -0.7% | -2.9% | +2.1% | +0.4% |
| 6M | +5.6% | -4.0% | +9.5% | +7.2% |
| YTD | +14.6% | -2.2% | +16.8% | +15.5% |
| 1Y | +15.3% | -2.6% | +17.9% | +16.5% |
| 3Y | +59.1% | +12.3% | +46.8% | +52.5% |
| 5Y | +3.9% | -16.4% | +20.3% | +7.5% |
| 10Y | +38.5% | +18.1% | +20.4% | +22.1% |
| All | +38.5% | +16.9% | +21.6% | +22.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling