+67.3%
DD vs VCLT
+17.0%
+50.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | -11.5% | -1.1% | -10.4% | -11.1% |
| 3M | -5.4% | -3.7% | -1.7% | -3.9% |
| 6M | -6.9% | -4.0% | -2.9% | -5.3% |
| YTD | +6.9% | -3.4% | +10.3% | +8.5% |
| 1Y | +35.6% | -4.1% | +39.8% | +38.1% |
| 3Y | +42.5% | +11.0% | +31.6% | +37.7% |
| 5Y | +58.5% | -17.0% | +75.5% | +65.3% |
| All | +67.3% | +17.0% | +50.3% | +71.6% |
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