+670.0%
DLR vs VCLT
+103.4%
+566.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.4% | -0.9% | -2.5% | -3.0% |
| 3M | +0.5% | -3.2% | +3.7% | +1.8% |
| 6M | +4.6% | -3.8% | +8.4% | +6.2% |
| YTD | +23.4% | -2.0% | +25.4% | +24.5% |
| 1Y | +19.0% | -0.8% | +19.8% | +19.5% |
| 3Y | +56.5% | +12.3% | +44.2% | +50.1% |
| 5Y | +33.3% | -15.4% | +48.7% | +34.9% |
| 10Y | +165.1% | +15.7% | +149.4% | +158.6% |
| All | +670.0% | +103.4% | +566.5% | +782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling