+101.5%
DG vs VCLT
+22.0%
+79.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | +7.7% | +1.4% | +6.2% | +7.4% |
| 3M | +13.1% | -1.8% | +14.9% | +13.6% |
| 6M | +32.0% | -3.9% | +35.9% | +33.4% |
| YTD | +3.3% | -3.9% | +7.3% | +4.4% |
| 1Y | +31.7% | -4.7% | +36.4% | +33.3% |
| 3Y | +21.7% | +14.1% | +7.6% | +18.9% |
| 5Y | -34.7% | -16.6% | -18.1% | -33.7% |
| All | +101.5% | +22.0% | +79.4% | +93.4% |
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