+475.0%
DINO vs VCLT
+17.1%
+457.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.3% | -1.4% | +3.7% | +2.5% |
| 30D | +22.6% | -1.2% | +23.8% | +22.9% |
| 3M | +55.2% | -4.8% | +60.0% | +56.4% |
| 6M | +93.8% | -2.6% | +96.3% | +94.3% |
| YTD | +139.5% | -3.3% | +142.9% | +140.5% |
| 1Y | +115.3% | -4.8% | +120.1% | +116.8% |
| 3Y | +98.8% | +11.5% | +87.3% | +93.9% |
| 5Y | +333.5% | -17.0% | +350.5% | +343.6% |
| All | +475.0% | +17.1% | +457.9% | +530.3% |
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