+235.7%
DIA vs VCLT
+21.5%
+214.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.1% | -2.3% | +4.4% | +3.0% |
| 30D | +1.5% | +0.8% | +0.7% | +1.2% |
| 3M | -2.4% | -2.7% | +0.3% | -1.4% |
| 6M | +6.0% | -4.3% | +10.3% | +7.7% |
| YTD | +10.1% | -4.3% | +14.4% | +12.0% |
| 1Y | +11.8% | -4.4% | +16.2% | +13.7% |
| 3Y | +59.7% | +13.8% | +45.9% | +52.4% |
| 5Y | +57.9% | -17.0% | +74.8% | +66.2% |
| All | +235.7% | +21.5% | +214.2% | +240.3% |
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