+115.6%
DT vs VCLT
-0.9%
+116.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | -2.5% | -1.3% | -1.3% | -1.7% |
| 30D | +3.5% | -1.1% | +4.7% | +4.3% |
| 3M | +26.7% | -3.7% | +30.4% | +29.8% |
| 6M | +36.1% | -4.0% | +40.2% | +39.8% |
| YTD | +18.6% | -3.4% | +22.0% | +21.2% |
| 1Y | +7.9% | -4.1% | +12.0% | +10.7% |
| 3Y | +8.6% | +11.0% | -2.4% | -0.2% |
| 5Y | -26.7% | -17.0% | -9.7% | -18.4% |
| All | +115.6% | -0.9% | +116.5% | +176.6% |
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 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