+52.7%
DRAM vs VCLT
-3.6%
+56.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.0% |
| 7D | +7.9% | -2.3% | +10.2% | +13.3% |
| 30D | -15.4% | +0.8% | -16.2% | -18.2% |
| 3M | -25.5% | -2.7% | -22.9% | -18.7% |
| 6M | -22.3% | -4.3% | -18.0% | -5.7% |
| All | +52.7% | -3.6% | +56.4% | +88.1% |
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