+314.4%
DAR vs VCLT
+21.5%
+292.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | +11.6% | -2.3% | +13.8% | +12.9% |
| 30D | -10.2% | +0.8% | -11.0% | -10.7% |
| 3M | -14.8% | -2.7% | -12.2% | -13.8% |
| 6M | -10.1% | -4.3% | -5.8% | -8.3% |
| YTD | +55.5% | -4.3% | +59.8% | +58.4% |
| 1Y | +61.7% | -4.4% | +66.0% | +64.7% |
| 3Y | +37.2% | +13.8% | +23.4% | +26.5% |
| 5Y | -26.9% | -17.0% | -10.0% | -18.7% |
| All | +314.4% | +21.5% | +292.9% | +301.1% |
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