+98.2%
DD vs VCLT
+21.5%
+76.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +5.0% | -2.3% | +7.2% | +6.0% |
| 30D | +19.7% | +0.8% | +18.9% | +19.3% |
| 3M | +7.2% | -2.7% | +9.9% | +8.4% |
| 6M | +1.0% | -4.3% | +5.3% | +2.9% |
| YTD | +29.1% | -4.3% | +33.4% | +31.6% |
| 1Y | +28.5% | -4.4% | +32.8% | +30.9% |
| 3Y | +89.4% | +13.8% | +75.7% | +81.5% |
| 5Y | +67.1% | -17.0% | +84.1% | +74.7% |
| All | +98.2% | +21.5% | +76.7% | +110.1% |
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