-10.2%
DOW vs VCLT
+10.6%
-20.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -4.1% | -1.1% | -3.0% | -3.8% |
| 3M | -12.4% | -3.7% | -8.7% | -11.5% |
| 6M | -10.6% | -4.0% | -6.6% | -9.7% |
| YTD | +31.1% | -3.4% | +34.5% | +32.2% |
| 1Y | +30.5% | -4.1% | +34.7% | +32.0% |
| 3Y | -34.4% | +11.0% | -45.4% | -36.8% |
| 5Y | -35.5% | -17.0% | -18.5% | -33.5% |
| All | -10.2% | +10.6% | -20.8% | +16.7% |
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 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