+48.3%
D vs VCLT
+20.7%
+27.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +10.9% | +2.3% | +8.6% | +10.0% |
| 3M | +2.8% | -1.1% | +3.9% | +3.3% |
| 6M | +12.7% | -4.2% | +16.9% | +14.6% |
| YTD | +20.3% | -3.4% | +23.7% | +21.9% |
| 1Y | +17.1% | -3.8% | +20.9% | +18.8% |
| 3Y | +75.1% | +14.7% | +60.4% | +67.1% |
| 5Y | +13.1% | -16.7% | +29.8% | +17.1% |
| 10Y | +48.3% | +20.5% | +27.8% | +29.1% |
| All | +48.3% | +20.7% | +27.6% | +29.1% |
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 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