+368.4%
DAR vs VCLT
+17.0%
+351.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.6% |
| 30D | +6.4% | -1.1% | +7.6% | +7.0% |
| 3M | +13.2% | -3.7% | +16.9% | +15.3% |
| 6M | +26.2% | -4.0% | +30.2% | +28.6% |
| YTD | +84.4% | -3.4% | +87.7% | +87.1% |
| 1Y | +112.0% | -4.1% | +116.2% | +116.1% |
| 3Y | +13.4% | +11.0% | +2.4% | +6.1% |
| 5Y | -6.0% | -17.0% | +11.0% | +4.7% |
| All | +368.4% | +17.0% | +351.3% | +350.2% |
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