+40.9%
D vs VCLT
+17.2%
+23.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -0.7% | -0.6% | -0.2% | -0.5% |
| 3M | +2.1% | -2.2% | +4.3% | +3.0% |
| 6M | +6.8% | -2.9% | +9.7% | +8.0% |
| YTD | +16.5% | -2.1% | +18.6% | +17.4% |
| 1Y | +19.2% | -2.6% | +21.7% | +20.3% |
| 3Y | +61.9% | +12.5% | +49.4% | +55.1% |
| 5Y | +6.5% | -15.3% | +21.8% | +9.7% |
| All | +40.9% | +17.2% | +23.7% | +24.1% |
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