+19.0%
DLR vs VCLT
-0.4%
+19.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +2.1% |
| 30D | -3.4% | -0.9% | -2.5% | -2.4% |
| 3M | +0.5% | -3.2% | +3.7% | +4.1% |
| 6M | +4.6% | -3.8% | +8.4% | +8.5% |
| YTD | +23.4% | -2.0% | +25.4% | +26.3% |
| 1Y | +19.0% | -0.8% | +19.8% | +22.7% |
| All | +19.0% | -0.4% | +19.4% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling