+851.5%
DE vs VCLT
+17.1%
+834.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | +9.0% | -1.2% | +10.2% | +9.4% |
| 3M | +19.1% | -4.8% | +23.9% | +20.9% |
| 6M | +14.4% | -2.6% | +17.0% | +15.3% |
| YTD | +45.9% | -3.3% | +49.3% | +47.5% |
| 1Y | +43.6% | -4.8% | +48.4% | +45.8% |
| 3Y | +75.9% | +11.5% | +64.4% | +70.5% |
| 5Y | +98.8% | -17.0% | +115.7% | +107.5% |
| All | +851.5% | +17.1% | +834.4% | +869.5% |
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