+95.6%
DG vs VCLT
+17.0%
+78.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -6.3% | -1.3% | -5.0% | -6.0% |
| 30D | +2.4% | -1.1% | +3.6% | +2.7% |
| 3M | +12.4% | -3.7% | +16.1% | +13.4% |
| 6M | -14.9% | -4.0% | -10.9% | -14.1% |
| YTD | -6.1% | -3.4% | -2.7% | -5.3% |
| 1Y | +17.9% | -4.1% | +22.0% | +19.0% |
| 3Y | +3.1% | +11.0% | -7.8% | +1.2% |
| 5Y | -38.7% | -17.0% | -21.7% | -37.8% |
| All | +95.6% | +17.0% | +78.6% | +92.2% |
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