+176.5%
DLR vs VCLT
+17.1%
+159.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.9% |
| 30D | -4.3% | -1.2% | -3.1% | -3.7% |
| 3M | +3.8% | -4.8% | +8.6% | +6.7% |
| 6M | +5.8% | -2.6% | +8.4% | +7.5% |
| YTD | +23.5% | -3.3% | +26.9% | +26.0% |
| 1Y | +11.1% | -4.8% | +15.9% | +14.3% |
| 3Y | +57.9% | +11.5% | +46.4% | +48.9% |
| 5Y | +44.0% | -17.0% | +60.9% | +50.3% |
| All | +176.5% | +17.1% | +159.4% | +136.5% |
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